作业帮请问各位前辈,如何用eviews5.0或6.0做线性回归
来源：学生作业帮 编辑：作业帮 分类：英语作业 时间：2024/09/01 09:29:20
请问各位前辈,如何用eviews5.0或6.0做线性回归
请问,“regress ...on intercept,...以及要比较的beta和coefficients是较大比较好,还是较小比较好?
原题如下
Data are provided in the exams.wf1 EVIEWS workfile.A "01" after a variable indicates the log-return of the variable.Verify the results of Alexander (2008,p.22) by regressing vodafone01 and nokia01 on intercept,nyse_index01,communications01,growth01,and
large_cap01.Create portfolios
p1=.25*vodafone01+.75*nokia01
p2=.75*vodafone01+.25*nokia01.
Regress p1 and p2 on intercept and nyse_index01.Compare the betas of the two portfolios.In addition regress p1 and p2 on intercept,nyse_index01,and communications01 and comment on the new slope coefficients.Finally regress p1 and p2 on intercept,nyse_index01,
communications01,growth01,and large_cap01.Comment on the estimated coefficients.For p1 (which is nokia dominated) discuss the factors explaining its return.Does nyse_index01 matter for this portfolio?What is the importance of growth firms return for this portfolio?
请问,“regress ...on intercept,...以及要比较的beta和coefficients是较大比较好,还是较小比较好?
原题如下
Data are provided in the exams.wf1 EVIEWS workfile.A "01" after a variable indicates the log-return of the variable.Verify the results of Alexander (2008,p.22) by regressing vodafone01 and nokia01 on intercept,nyse_index01,communications01,growth01,and
large_cap01.Create portfolios
p1=.25*vodafone01+.75*nokia01
p2=.75*vodafone01+.25*nokia01.
Regress p1 and p2 on intercept and nyse_index01.Compare the betas of the two portfolios.In addition regress p1 and p2 on intercept,nyse_index01,and communications01 and comment on the new slope coefficients.Finally regress p1 and p2 on intercept,nyse_index01,
communications01,growth01,and large_cap01.Comment on the estimated coefficients.For p1 (which is nokia dominated) discuss the factors explaining its return.Does nyse_index01 matter for this portfolio?What is the importance of growth firms return for this portfolio?
EViews作回归方法多种：在主窗口（Workfile）中点object-->new object,默认的新对象就是
回归（equation）；或者在上方白色文本窗口中输入equation回车；然后输入回归式变量,
以空格分割,第一个变量是被说明变量,后面是各个说明变量,用字母c代表常数项
（EViews加减回归变量简便方法：在回归结果窗口点proc-->specify/estimate）
回归（equation）；或者在上方白色文本窗口中输入equation回车；然后输入回归式变量,
以空格分割,第一个变量是被说明变量,后面是各个说明变量,用字母c代表常数项
（EViews加减回归变量简便方法：在回归结果窗口点proc-->specify/estimate）
如何用Excel对两组数据做线性回归?
如何用spss做对数线性(Log-Linear)回归分析
如何用excel进行多元线性回归统计?
如何用spss做回归分析
如何用excel做回归分析
如何用spss做条件logistic回归
如何用SPSS做logistic回归分析
如何用excel做线形回归分析
对于含有多个定性变量作为自变量的线性回归,如何用SPSS或Eviews检验定性变量回归系数之间的差异
请问前辈,如何用ANSYS建个圆筒?
因变量与自变量组的相关性不强,而自变量与自变量之间的相关性非常强,如何用spss做多元线性回归分析?
如何用spss对一组数据的最小一乘法的多元线性回归分析~急用!