Build new series with two series?
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Hey,
Let's say I have a stock PG and an Index DJI.
out of these, I want to make the following series:
Y = Beta1 + Beta2*(PG(t-1)) + Beta3*(DJI(t-1))
where t-1 means that the data of the previous day is to be used.
Can anyone help me? As well, I used eviews to calculate the coefficients. Probably, it would also help me if someone told me how to calculate the coefficients.
Thanks
1 Comment
Oleg Komarov
on 31 May 2011
Not clear what you need:
* do you have historical Y, PG and DJI and you want to calculate the coeffiecients?
* or, you have all of the RHS and you want the fitted Yhat?
* or you want to do both?
Seems to me both.
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