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
á á á á á á (0,00107)

T = 88, R-quadro = 0,000á


In Excel instead of:

R2 á0,9306
Coeff.á0,0004


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:

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.

á:-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
UniversitÓ Politecnica delle Marche

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