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cochrane-orcutt
Posted: Mon Apr 05, 2010 12:42 pm
by r_youss
How do I run the cochrane-orcutt method on eviews?
Re: cochrane-orcutt
Posted: Mon Apr 05, 2010 12:48 pm
by startz
Adding the term AR(1) to the list of variables in a regression is similar to, but not identical to, running Cochrane-Orcutt.
Re: cochrane-orcutt
Posted: Mon Apr 05, 2010 1:27 pm
by r_youss
im not sure i get it....could you explain it to me step by step please.
Re: cochrane-orcutt
Posted: Mon Apr 05, 2010 1:40 pm
by startz
Look in the help system for "ar"