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eviews returned NA for Std. Error t-Stat

Posted: Wed Apr 09, 2014 4:43 am
by Peters
I ran an OLS for this equation:
ROE RIR TBR MRR PLR MLR SDR INF BOHCTTA ROE(-1) USNIGEXC C
and eviews returned NA for Std. Error t-Statistic and Prob for all the variables with Rsquared = 1.0000. All the variables are used in their stationary state I(1) except BOHCTTA which is stationary at level. Please can someone explain what the problem is? Thanks for your help.

Re: eviews returned NA for Std. Error t-Stat

Posted: Wed Apr 09, 2014 6:30 am
by startz
Your model has a perfect fit. You are probably either estimating an identity or have the same number of observations as RHS variables.

Re: eviews returned NA for Std. Error t-Stat

Posted: Thu Apr 10, 2014 1:09 am
by Peters
Thank you Startz, I have the same number of observations as RHS variables. Now, given this situation how do I interpret the results of the model or what exactly should I do in this case?

Re: eviews returned NA for Std. Error t-Stat

Posted: Thu Apr 10, 2014 6:30 am
by startz
Get more observations...

While you can fit a regression with the same number of observations and RHS variables, you can't do any statistical analysis with the results.