Estimation of Adjusted volume series from residuals
Posted: Tue Sep 04, 2012 11:35 am
Dear frnd,
I have tried to remove trend in a volume series by using a simple linear regression v_t=α+δ_t+ε_t where t is a time trend variable.
Now i want to use this residual to construct an adjusted volume series with the equation v_t^†=a+bε ̂_t
Where, a and b are chosen so that the mean and variance of v_t are v_t^† are equal.
I could run the first equation in eviews but How could i get the adjusted volume series using the second equation in eviews??
What is the command for this? Please help me on this occasion. Thanks
I have tried to remove trend in a volume series by using a simple linear regression v_t=α+δ_t+ε_t where t is a time trend variable.
Now i want to use this residual to construct an adjusted volume series with the equation v_t^†=a+bε ̂_t
Where, a and b are chosen so that the mean and variance of v_t are v_t^† are equal.
I could run the first equation in eviews but How could i get the adjusted volume series using the second equation in eviews??
What is the command for this? Please help me on this occasion. Thanks