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