Linear Regression

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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marcounam
Posts: 49
Joined: Tue Jan 11, 2011 10:42 am

Linear Regression

Postby marcounam » Thu Feb 10, 2011 1:12 pm

Hello :

One question : I have two series, one starting in 2005 and the other starting in 2006. My ultimate goal is to complete the series starting in 2006 so it starts in 2005 like the other one. The way i want to accomplish this goal is to estimate the constants that fit the following equation : series_starting_2006 = c + series_starting_2005, then do a backcast for the year missing. How can i estimate these constants on eviews 7?

Many thanks!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Linear Regression

Postby EViews Gareth » Thu Feb 10, 2011 1:26 pm

quick->estimate equation.

Enter the equation specification and hit ok.

marcounam
Posts: 49
Joined: Tue Jan 11, 2011 10:42 am

Re: Linear Regression

Postby marcounam » Thu Feb 10, 2011 2:53 pm

Thanks... but how do i refer to the constants? what do i put in the method box?

Thanks for your time.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Linear Regression

Postby EViews Gareth » Thu Feb 10, 2011 3:00 pm

You're probably best off reading Chapters 1 and 3 of the excellent EViews Illustrated:
http://eviews.com/illustrated/illustrated.html

marcounam
Posts: 49
Joined: Tue Jan 11, 2011 10:42 am

Re: Linear Regression

Postby marcounam » Thu Feb 10, 2011 3:07 pm

Great! Many Thanks!


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