EViews.com

Hi,

I have the problem that at the very basic OLS regression of a return variable against its first lag no F-statistic is reported! What can be the problem and how can I get the f statistic and probability. The regression looks like "r(-1) c r"

edit: I am using eviews 7

Thanks

That's a regression of lagged r on r, not the other way around.

Past that you may want to post your output.

here it comes. Regards

Something's really, really wrong as you also have a negative R-sqr. I think you've hit a bug. The EViews folks are going to want to know the version and build date of your copy of EViews (Help/About).

thanks. I have eviews 7 standard edition Jan 7 2010 build.


By the way, when I regress the other way around, everything turns out fine...

You should probably push the update button, since your copy is more than two years out of date. If convenient, it would also be helpful if you posted your EViews workfile.

You should update to the latest version, by running the upgrade installer.

http://eviews.com/download/download.html

I was waiting to see the output before I nosed in on this one, but so far as I can see, the F-statistic is always reported in this setting in the shipping version of EViews.

unfortunately I cannot uldate it, asI use the license of my university. I have admin rights to update it...

Post your workfile, so we can check it has been fixed in the latest version for you.

here is the workfile

I can verify that the bug has not been fixed.
So that you can get on about your work, I have done the following. I've posted the results for you, but I'm 99% certain that you want instead.

Thanks for posting the workfile gobble. That helps a great deal.

That's a good suggestion startz and the one that I've used to verify the issue.

I'll have a fix posted shortly.

[edit: it's up]

A fix has been put into the main code base. Please look for the update shortly. I'll try to get them to get it out today.

thanks for your help!