EViews.com

Posted: **Wed Mar 13, 2013 8:46 pm**

Hi,

Im working with about 12 years of quarterley data. I would like to work out a long run trend based on the 12 years of data.

I would also like to work out 4 seperate regression models each one based on a specific quarter so that i can stack the 4 regression and do an SUR.

Is there a way of doing this in eviews to seperate out the individual quarters?

thanks

Posted: **Wed Mar 13, 2013 9:18 pm**

Just create four different system objects, and estimate each with different samples. Something like:

Code: Select all


if @quarter=1

for the first, and

Code: Select all


if @quarter=2

for the second, etc...

EViews.com

Estimating a SUR with quarterley data.

Estimating a SUR with quarterley data.

Re: Estimating a SUR with quarterley data.