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@univpm.it> wrote:

On Wed, 26 Oct 2011, Sven Schreiber wrote::-D

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.

Or perhaps, constant/no constant.

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.

Riccardo (Jack) Lucchetti

Dipartimento di Economia

Universitą Politecnica delle Marche

r.lucchetti@univpm.it

http://www.econ.univpm.it/lucchetti

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