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/lucche...
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