Value of f-statistic and AR process
Posted: Tue Aug 24, 2010 6:13 am
hi all,
ok I am a starter in everything which has to do with eviews but i currently write my master thesis and need the program due to regression analyses (I use the field: estimate equation)
question1: to reduce the negative influence of the autocorrelation I put as much ar processes in my equation as necessary.
but: sometime my f-statistic value looks like 1,96E+08. the prob(f-test) value is significant. is such a value of the f-statistic normal? what does it reveal?
question 2: if i want to use the correlogram function, i get asked to fill in the number of lags? can anybody tell me what this means?
question three: am I able to put more than two "if-equations" in the sample field?
e.g. 1372647 if date=1 and time=x and time=y and time=z
I currently can only arrange it for two
thank u so much for helping me
:-)
ok I am a starter in everything which has to do with eviews but i currently write my master thesis and need the program due to regression analyses (I use the field: estimate equation)
question1: to reduce the negative influence of the autocorrelation I put as much ar processes in my equation as necessary.
but: sometime my f-statistic value looks like 1,96E+08. the prob(f-test) value is significant. is such a value of the f-statistic normal? what does it reveal?
question 2: if i want to use the correlogram function, i get asked to fill in the number of lags? can anybody tell me what this means?
question three: am I able to put more than two "if-equations" in the sample field?
e.g. 1372647 if date=1 and time=x and time=y and time=z
I currently can only arrange it for two
thank u so much for helping me
:-)