why is that the plot using x-y graph is different from using the command. Both have x and y datadefine but the fitt plots are different
Allin Cottrell,The scatterplot with v1 on y axis and v2 on x axis gives y=17.9+0.0453xUsing ols v1 v2 OR ols v2 v1 gives 0.181744 and 5.49601 coefficient which is differentthe scatterplotAnd the graph for selecting v1 against v2 fiitted vs obs is different from the graph from the scatterplotWanted
The model for adf is (1-L)y = b0 + (a-1)*y(-1) + eBut isn't adf is using reg of change of y to lag of y? The (1-L)y is not refering to change of y Clicking the use first difference generate the same (1-L)y rather using change of y What does L represent?Clarodina
Should adf be done on the residual against time or the residual from scatter plot?
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sven,The $uhat gives residual on against time and not residual from scatter plot and the save residual is saving the residual against time. Which command gives the residual from scatter plot? Tks
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Have data below
27.34
11.52
29.41
12.28
29.53
12.07
29.63
11.89
30.09
12.06
29.93
12.04
29.8
12.12
28.81
11.63
30.15
12.36
29.38
12.06
28.56
11.91
28.02
11.51
The coint gives below ? coint 1 v1 v2Step 1: testing for a unit root in v1Augmented Dickey-Fuller test for
Hi,
1) Doing a adf 0 y --ct --verbose, there is a time coefficient on the output
What is this time coefficient?
2) Does gretl allow doing regression with optimization of some condition?
Have 6 data D1 to D6
Want to regress D1 against D2 to D6
Do a adf on the $yhat and have t valu
Hi PS,Want to have the coefficients from the maximising t Matlab have a add on for doing maximization Wonder how to do the maximization on gretl Clarodina
Hi PS,
Want to have the coefficients maximising t value
Matlab have a add on doing the maximisation
How to do the maximising on gretl?
Clarodina
Hi,
Is there some steps examples on how to use BFGSmax to determine the alpha and
beta of d2 and d3
d1= alpha * d2 + beta * d3
with maximization of t value from adf 0 d1
Clarodina
Allin Cottrell,
Tks for the reply
d1 is another data series and not the fit value from d1 = b[1] * d2 + b[2] * d3
Want to regress d1 against d2 and d3 and find a d1^hat approximating d1
Ols uses error minimization but want to use maximisation of t value from the
adf of d1^hat
Using the scrip
Allin Cottrell,Your script halt due to the d1^hat replace the d1 original data series
Allin Cottrell,Make some adjust to the script but don't know does is there error d1 d2 and d3 are different data seriesWant regress d1 against d2 and d3 without const The output would be a regress d1hatDo a adf on d1 - d1hat Use the bfgsmax to determine the coefficients of d2 and d3 maximising t
Allin Cottrell,
Make some adjust to the script but don't know does is there error
d1 d2 and d3 are different data series
Want regress d1 against d2 and d3 without const
The output would be a regress d1hat
Do a adf on d1 - d1hat
Use the bfgsmax to determine the coefficients of d2 and d3 max
Hi,
Is there some ways to save the forecast value? The manual mention about saving
forecast to be written
How to have rolling t value? Using smpl +1 +1 and ols v1 v2 might do the task
but have many other outputs. Tks
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ols d1 const d2 and have the std error of d2
what is the formula for calculating std error of d2? a manual calculating of
std error does not match the one on gretl
Using 4 data point
price
11 385
12 505
13 425
14 415
sqft
11 2254
12 2600
13 2800
14 3000
The std error of sqft on gretl is 0.112376
Using the formula
s = sqrt[ ∑ ((e_i)^2/(n-2)) / (∑ (x_i - xbar)^2) ]
ols d1 const d2 and the std error of d2 is 0.351919
d1
1 -0.9371
2 -0.40054
3 1.963222
4 -0.3328
5 -0.82194
6 1.085598
7 -0.9985
8 0.763004
9 -0.94785
10 0.047204
d2
1 -0.26785
2 -0.67142
3 -1.07196
4 0.891262
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