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eliminating autocorrelation

Posted: Sat May 19, 2012 4:27 am
by nagarajan_eviews
HI there,

I wrote an equation for eliminating autocorrelation as below:

LOGYED =C (1) *(1 –C(2) +C(2) *LOGYED(-1) +C(3) *LOGRHDI –C(2) *C(3) *LOGRHDI(-1) +C(4) *LOGREP –C(2) *C(4) *LOGREP(-1) +C(5) *LOGRGP –C(2) *C(5)LOGRGP(-1) +C(6) *LOGROP –C(2) *C(6) *LOGROP(-1) +C(7) *LOGHS –C(2) *C(7) *LOGHS(-1) +C(8) *LOGHO –C(2) *C(8) *LOGHO(-1)

I am getting syntax error. Can you please guide me.

With kindest regards,

Nagarajan.

Re: eliminating autocorrelation

Posted: Sat May 19, 2012 7:40 am
by startz
You're missing a closing parenethesis. (You may also want to look at the AR(1) command)

Re: eliminating autocorrelation

Posted: Sat May 19, 2012 2:10 pm
by nagarajan_eviews
Thank you for guiding me. I am sorry I had sent the equation with a closing parenthesis error. I have made attempts with the closing parenthesis in place. The response to this is "syntax error". Could you please guide me?


I have used the "(AR(1))" command. The results are not encouraging. They are reproduced below.

Code: Select all

Variable Coefficient Std. Error t-Statistic Prob. C -5.119908 2.156379 -2.374308 0.0192 LOG(RHDI) 0.059019 0.173594 0.339981 0.7345 LOG(REP) -0.009556 0.055912 -0.170911 0.8646 LOG(RGP) -0.012238 0.024809 -0.493290 0.6227 LOG(ROP) 0.035435 0.025956 1.365204 0.1748 LOG(HS) 1.020733 0.368831 2.767483 0.0066 LOG(HO) 1.496640 0.634041 2.360480 0.0199 AR(1) 1.014857 0.017404 58.31175 0.0000 R-squared 0.958616 Mean dependent var 1.928152 Adjusted R-squared 0.956161 S.D. dependent var 0.187613 S.E. of regression 0.039282 Akaike info criterion -3.574718 Sum squared resid 0.182082 Schwarz criterion -3.394636 Log likelihood 233.2072 Hannan-Quinn criter. -3.501556 F-statistic 390.4764 Durbin-Watson stat 2.540073 Prob(F-statistic) 0.000000



As the slope coefficients and t-values for many of the parameters was no satisfactory, I made the attempt to write the detailed equation. Your suggestion for solving this issue will be very helpful.

Thank you.

With kindest regards,

Nagarajan.