I have in excel: 1. a column with date (13/06/10, 13/07/11 etc....) daily basis 2. A column with price
I make the log of data I make the OLS from Model and I get this result: ^l_Serie_T = 1,62 (0,00107) T = 88, R-quadro = 0,000 In Excel instead of: R2 0,9306 Coeff. 0,0004 Regards, Simari On Wed, Oct 26, 2011 at 9:27 AM, Riccardo (Jack) Lucchetti < r.lucchetti(a)univpm.it> wrote: > On Wed, 26 Oct 2011, Sven Schreiber wrote: > > b is the coefficient -- if you have trouble finding it in the output, I >> predict some wonderful weeks ahead for you in which you will discover >> the beautiful world of econometrics. >> > > :-D > > > As for the different R2, you would need to post an example. This stuff >> is so standard that I'm willing to bet a large amount of money that if >> you compare the correct numbers, they will be the same. My first guess >> is different effective samples. >> > > Or perhaps, constant/no constant. > > > Riccardo (Jack) Lucchetti > Dipartimento di Economia > Università Politecnica delle Marche > > r.lucchetti(a)univpm.it > http://www.econ.univpm.it/**lucchetti<http://www.econ.univpm.it/lucchetti> > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users >I have in excel:
1. a column with date (13/06/10, 13/07/11 etc....) daily basis
2. A column with price
I make the log of data
I make the OLS from Model and I get this result:
^l_Serie_T = 1,62
(0,00107)
T = 88, R-quadro = 0,000
In Excel instead of:
R2 0,9306
Coeff. 0,0004
Regards,
Simari
On Wed, Oct 26, 2011 at 9:27 AM, Riccardo (Jack) Lucchetti <r.lucche...@univpm.it> wrote:
On Wed, 26 Oct 2011, Sven Schreiber wrote::-D
b is the coefficient -- if you have trouble finding it in the output, I
predict some wonderful weeks ahead for you in which you will discover
the beautiful world of econometrics.
Or perhaps, constant/no constant.
As for the different R2, you would need to post an example. This stuff
is so standard that I'm willing to bet a large amount of money that if
you compare the correct numbers, they will be the same. My first guess
is different effective samples.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucche...@univpm.it
http://www.econ.univpm.it/lucchetti
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