Regressor Transformation Option Under ENET

[Kayla427]

Hi Everyone,

Eviews 13 user here! I have been playing around with some enet regression. I have been using regressor transformation under options, but I am curious to know what exactly it does to my regressor. I tried looking for it on the user's guide, but wasn't really successful.

Would it be possible to create new series according to these regressor transformation? Thank you so much!

[EViews Gareth]

Things changed a bit in EViews 14, but the regressor scaling options are similar, and documented:
https://eviews.com/help/helpintro.html# ... 23ww489355
https://eviews.com/help/helpintro.html# ... 23ww440122