Hello,
I need some help with EVIEWS 10
With EVIEWS 8 and below I used to estimate an equations in which I tried to correct for the presence of serial correlation. I did this by adding an AR(1) term as an additional "independent" variable when I ran the regression. This was correcting the DW to be closer to 2 and a more correct slope coefficient. The same value for the corrected coefficient and the improved DW, I was getting it by simply estimating the GLS by transforming the variables and using the estimate of Rho from the DW value from the original regression which had presence of serial correlation.
In the new versions of EVIEWS 9 and 10, when I add an AR(1) to my independent variables, I get an extra independent variable in the regression printout named SIGMASQ. However I would like to get rid of SIGMASQ if it is possible. The presence of SIGMASQ changes the coefficient of my independent variables and the DW value. Thus they are no longer comparable with the GLS estimated results.
Thanks for your help,
George K Zestos
- Badges
- Science topic
- Similar topics
- Correction