El 23/06/15 a las 15:44, Sven Schreiber escribió:
>
>
> But how about like this (but there's a problem, see below):
>
> "
> ...
> Test equation:
> (1-L)LRM = b0 + (a-1)*LRM(-1) + ... + e
> Dependent variable differenced: (1-L)LRM,
> constant term,
> lagged level with coefficient a - 1,
> including 4 lagged differences
> (exclusion test F(4, 44) = 4.290 [0.0051]).
> Residual 1st-order autocorr = 0.075
> Sample size = 50
> --------------------------------------
> "
>
> Note that I have substituted the variable name "LRM" for the generic 
> "y". I think this is much better because "y" is another undefined 
> symbol and has to be understood from this specific context which IMO 
> adds a layer of confusion.  (Think about if you have another variable 
> named "y" in your dataset, but you're really testing x...)
> However, this name substitution creates problems if the variable name 
> is long. Right now I don't know what to do about it... ?
>
> thanks,
> sven

It is ok for me. And don't worry, I think Allin has a nice function for 
cutting long names ;-)

-- 
Ignacio Díaz-Emparanza
Departamento de Economía Aplicada III (Econometría y Estadística)
Universidad del País Vasco - Euskalherriko Unibertsitatea, UPV/EHU
Tfno: (+34) 94 601 3732
http://www.ehu.eus/ea3

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