Hi all,
Newbie Eviews user here.
anyways i have an assignment at the moment. consider this simple model for example:
delta u_t = u_t-1*I*p_1 + (1 - i)*p_2*u_t-1
where p_1 and p_2 are coefficients
Now i am meant to test the null hypothesis as:
p_1 = p_2 = 0
and the alternative hypothesis is:
p_1 < 0 and p_2 < 0
now i need to get the F-ratio value.
Therefore to do that i need the sum of squared residuals for the unrestricted and the restrcited model above.
Does anyone now how to get the sum of squared errors for the coefficients- p_1 and p_2 = 0? Like wat instructions to take so that c(1) and c(2) which represent p_1 and p_2, are equal to 0?
Please im beating myself up over this and nothing is coming through.
And, we cant use the Wald test btw.
Can u give me a step by step instruction?
Thank you guys.
Restricting the ccoefficients to 0
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