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MIDAS REGRESSION AND R-SQUARED

Posted: Wed Feb 15, 2017 4:50 am

by alinemouracs

I'm using the MIDAS regression, but when I estimate the regression, the R-square does not appear in the result. Why?

Thanks.

Re: MIDAS REGRESSION AND R-SQUARED

Posted: Wed Feb 15, 2017 6:16 am

by EViews Gareth

Hard to say without seeing it.

Re: MIDAS REGRESSION AND R-SQUARED

Posted: Wed Feb 15, 2017 6:56 am

by alinemouracs

Sorry.

Workfile sent.

Thanks.

Re: MIDAS REGRESSION AND R-SQUARED

Posted: Wed Feb 15, 2017 7:07 am

by EViews Gareth

I think we just don't support it in panel workfiles.

Re: MIDAS REGRESSION AND R-SQUARED

Posted: Wed Feb 15, 2017 7:33 am

by alinemouracs

Ok,

But, please, look the estimation in time series.

Thanks.

Re: MIDAS REGRESSION AND R-SQUARED

Posted: Wed Feb 15, 2017 7:41 am

by EViews Gareth

There is no time series information.