By I. Gusti Ngurah Agung
This booklet presents a hands–on useful advisor to utilizing the main compatible versions for research of statistical information units utilizing EViews – an interactive Windows–based software program software for classy information research, regression, and forecasting – to outline and attempt statistical hypotheses. wealthy in examples and with an emphasis on find out how to boost applicable statistical versions, Time sequence information research utilizing EViews is an ideal supplement to theoretical books providing statistical or econometric versions for time sequence information. The systems brought are simply extendible to cross–section information units.
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Extra resources for Time Series Data Analysis Using eViews
Example text
9 on the left-hand side and the statistical results on the righthand side. 10, based on the chi-square- or F-statistics. 9). Note that the heteroskedasticity problem should be found in crosssection data, as well as cross-section over times and panel data, and not only in time series data. In fact, in theoretical statistics, the null hypothesis of Var(«i) ¼ s2, for all i ¼ 1, 2, . , n, or Var(«t) ¼ s2, for all t ¼ 1, 2, . , T, could not be tested, because there is only one observation for each parameter «i («t).
This may be modified, depending on the need. 2 will appear. Based on these results, comments on some of the basic statistics can be presented as follows: (1) R-squared. For the time series models having k exogenous variables, the (centered) R2 is the coefficient of determination, and in EViews is computed as R2 ¼ 1À T X e0 e yt =T ; y ¼ ðyÀyÞ0 ðyÀyÞ t¼1 ð2:5Þ with 0 R2 1, where y ¼ (y1, . , yT)0 and e ¼ (e1, . , eT)0 are the vectors of the observed values and the estimated error terms respectively.
A set of those real values or all possible values of f{y1, y2, . . , yT} is called the sample space of the corresponding statistic; specifically it is the realvalued sample space. As a result, a sample space can never be observed, for only a constant number is a member or an element of the corresponding sample space. For example, in practice, there is only a sampled mean, as well as other statistical values EViews Workfile and Descriptive Data Analysis 23 based on a set of observed values {y1, y2, .