EViews.com

Hello,

I have been building a very simple rolling OLS regression model on EViews, using the equation.ls function. I previously had the same model (same data, same rolling window, etc.) in Excel using the LINEST() function. I compared the results and saw many - and sometimes significant - differences between the betas of the two regressions. Does anyone know what this may be due to? I imagined they should both return very similar results.
In EViews, my program looks like:

[...]
for !i=0 to 2000
smpl 1+!i 264+!i
equation EqName{!i}.ls dependentvar c variable1 variable2 variable3
smpl 264+!i 264+!i
series EQNAMEcoefcoef1= EQNAME{!i}.@coefs(1)
series EQNAMEcoefcoef2= EQNAME{!i}.@coefs(2)
series EQNAMEcoefcoef3= EQNAME{!i}.@coefs(3)
series EQNAMEcoefcoef4= EQNAME{!i}.@coefs(4)
next
[...]

Thanks!

They will give identical results if a) the same variables are included, b) the same data is used for those variables, and c) the same observations are used.

Hi,

thanks for your reply.

I have double-checked and all variables, dataset and observations are exactly the same. Could it be anything else?

Thank you

No.