Re: [Gretl-users] Linear Regression
El 25/10/11 17:59, Allin Cottrell escribió:
On Mon, 24 Oct 2011, Simari wrote:
> I am trying to make a linear regression between X (days, 13/06/2011,
> 14/06/2011, 15/06/2011 and so on) and Y (price data)
> and look for the slope and R2.
Unless you have special requirements not mentioned here, the
place to start is with the "ols" command (/Help/Command
reference) or the Ordinary Least Squares item under the /Model
menu.
Simari:
I do not understand your data. In an econometric sense, 13/06/2011,
14/06/2011, 15/06/2011 .... are not numerical real values, they are
secuences of characters. I guess that probably you may want to use
a daily temporal index (or time trend) as regressor:
date time
13/06/2011 1
14/06/2011 2
15/06/2011 3
... and so on
In this case you firstly have to setup your dataset correctly: importing
Y(price data) and setting up the dates with the gretl importer or by
means of the menu /Data/dataset structure
And secondly, you need to generate the trend using /Add/Time trend
then you can estimate an OLS regression of Y on time
--
Ignacio Diaz-Emparanza
DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA)
UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO
T.: +34 946013732 | F.: +34 946013754
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