I have in excel:<div>1. a column with date (13/06/10, 13/07/11 etc....) daily basis</div><div>2. A column with price</div><div><br></div><div>I make the log of data</div><div>I make the OLS from Model and I get this result:</div>
<div><br></div><div><div>^l_Serie_T = 1,62</div><div>            (0,00107)</div><div><br></div><div>T = 88, R-quadro = 0,000 </div></div><div><br></div><div><br></div><div>In Excel instead of:</div><div><br></div><div>R2  0,9306</div>
<div>Coeff. 0,0004</div><div><br></div><div><br></div><div>Regards,</div><div><br></div><div><br></div><div>Simari</div><div><br></div><div><br></div><div><br></div><div><br></div><div><br></div><div><br></div><div><br></div>
<div><br></div><div><br><div><br><div class="gmail_quote">On Wed, Oct 26, 2011 at 9:27 AM, Riccardo (Jack) Lucchetti <span dir="ltr">&lt;<a href="mailto:r.lucchetti@univpm.it">r.lucchetti@univpm.it</a>&gt;</span> wrote:<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex;"><div class="im">On Wed, 26 Oct 2011, Sven Schreiber wrote:<br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
b is the coefficient -- if you have trouble finding it in the output, I<br>
predict some wonderful weeks ahead for you in which you will discover<br>
the beautiful world of econometrics.<br>
</blockquote>
<br></div>
 :-D<div class="im"><br>
<br>
<blockquote class="gmail_quote" style="margin:0 0 0 .8ex;border-left:1px #ccc solid;padding-left:1ex">
As for the different R2, you would need to post an example. This stuff<br>
is so standard that I&#39;m willing to bet a large amount of money that if<br>
you compare the correct numbers, they will be the same. My first guess<br>
is different effective samples.<br>
</blockquote>
<br></div>
Or perhaps, constant/no constant.<br>
<br>
<br>
Riccardo (Jack) Lucchetti<br>
Dipartimento di Economia<br>
Universitą Politecnica delle Marche<br>
<br>
<a href="mailto:r.lucchetti@univpm.it" target="_blank">r.lucchetti@univpm.it</a><br>
<a href="http://www.econ.univpm.it/lucchetti" target="_blank">http://www.econ.univpm.it/<u></u>lucchetti</a><br>_______________________________________________<br>
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