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how to add AR term in a specified regression equation?

Posted: Wed Apr 17, 2013 6:00 pm
by bloodraven
Hi everyone

first time post in the forum here. I have a quick question, normally when i run regression without specifying the equation, i just add a AR(1) at the end of the variables list. but when i need to run regression as a specified equation, eviews keeps telling me AR is not defined.

much appreciated

Re: how to add AR term in a specified regression equation?

Posted: Wed Apr 17, 2013 6:23 pm
by EViews Gareth
I don't understand what you mean.

Re: how to add AR term in a specified regression equation?

Posted: Wed Apr 17, 2013 7:12 pm
by bloodraven
yeah i didnt say that very clearlly probably because i was in a rush.

normally when i need to add Autoregressive terms, i just add AR(1) in the equation specification.
for expample:
dwlhscommval c dwlhscommval(-1) finapprnewval ipddwl finapprnewval(-1) ipddwl(-1) m4 gst ar(1)


Now when i want to do a specified equation ie:

dwlhscommval=c(1)+ c(2)*dwlhscommval(-1) + c(3)*(finapprnewval/ipddwl) + c(4) * (finapprnewval(-1)/ipddwl(-1)) + c(5)* (m4) + c(6)*gst


How do i add the ar term to the above equation?

when i tried to add the ar term , ie type in:
dwlhscommval=c(1)+ c(2)*dwlhscommval(-1) + c(3)*(finapprnewval/ipddwl) + c(4) * (finapprnewval(-1)/ipddwl(-1)) + c(5)* (m4) + c(6)*gst + c(7)*ar(1)

i get the error message "AR is not defined"

Re: how to add AR term in a specified regression equation?

Posted: Wed Apr 17, 2013 7:21 pm
by EViews Gareth
use:

Code: Select all

+ [ar(1)=c(7)]
at the end.

Re: how to add AR term in a specified regression equation?

Posted: Wed Apr 17, 2013 8:50 pm
by bloodraven
thanx a lot