El 25/10/11 17:59, Allin Cottrell escribió: > On Mon, 24 Oct 2011, Simari wrote: > >> I am trying to make a linear regression between X (days, 13/06/2011, >> 14/06/2011, 15/06/2011 and so on) and Y (price data) >> and look for the slope and R2. > > Unless you have special requirements not mentioned here, the > place to start is with the "ols" command (/Help/Command > reference) or the Ordinary Least Squares item under the /Model > menu.
Simari: I do not understand your data. In an econometric sense, 13/06/2011, 14/06/2011, 15/06/2011 .... are not numerical real values, they are secuences of characters. I guess that probably you may want to use a daily temporal index (or time trend) as regressor: date time 13/06/2011 1 14/06/2011 2 15/06/2011 3 ... and so on In this case you firstly have to setup your dataset correctly: importing Y(price data) and setting up the dates with the gretl importer or by means of the menu /Data/dataset structure And secondly, you need to generate the trend using /Add/Time trend then you can estimate an OLS regression of Y on time -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.ea3.ehu.es
