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Extracting adjusted variables
Posted: Sun Jan 15, 2023 1:10 pm
by Khawla
Hi,
I have tried to extract the variables of a regression analysis that have been processed using the coefficient of an AR(1), where the residuals are autocorrelated, but unfortunately, it did not work. Any help would be appreciated.
Regards,
Khawla
Re: Extracting adjusted variables
Posted: Sun Jan 15, 2023 2:25 pm
by EViews Gareth
Could you explain what you mean?
Re: Extracting adjusted variables
Posted: Mon Jan 16, 2023 2:14 am
by Khawla
Hi and thanks a lot for the quick reply.
The subject is "Linear Regression Models with Autoregressive Errors". I have applied the command "ls y c x ar(1), and I just want to see the transformed dependent and the independent variables (the columns of the their data resulted automatically by Eviews).
I mean, I need to have the series, for example, xt*= xt - rho xt-1, but that obtained after a number of iterations.
Best wishes,
Khawla
Re: Extracting adjusted variables
Posted: Mon Jan 16, 2023 3:56 am
by EViews Gareth
EViews does not calculate such things.
Re: Extracting adjusted variables
Posted: Mon Jan 16, 2023 4:40 am
by Khawla
Thanks for replying.