R-quadrado para comparar modelos em nível e modelos em primeira diferença no Gretl

Sandro Eduardo Monsueto ()

No 6, Tecnical Notes - Notas Tecnicas em Economia da UFG from Nepec - Curso de Ciencias Economicas da Universidade Federal de Goias - FACE

Abstract: This technical note aims to present a routine to obtain an r-square for comparing time series level models with in first difference, as proposed in Harvey (1980) and Maddala (2003). The routine is in the form of a function to be performed in the statistical package Gretl.

Keywords: Gretl; R-squared; first difference models (search for similar items in EconPapers)
Pages: 7 pages
Date: 2013-04
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https://files.cercomp.ufg.br/weby/up/118/o/original-nt-006.pdf First version, 2013 (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:ufb:npaper:006

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