cochrane orcutt/Prais-winsten models
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Gretl users,
I have another query.Is there a way out to execute a cochrane
orcutt/Prais-winsten model in gretl? I basically have to run a regression
where i have a financial time series variable dependent on lagged financial
variables.
--
Thanks and Regards,
Samrat Sanyal
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Am 13.12.2010 08:36, schrieb Samrat Sanyal:
Gretl users,
I have another query.Is there a way out to execute a cochrane
orcutt/Prais-winsten model in gretl? I basically have to run a
regression where i have a financial time series variable dependent on
lagged financial variables.
It's right in the menus, did you actually look for it?
cheers,
sven
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