Residuals and fit in Eviews

Summary

  • The resid series (OLS residuals).
  • The c coefficients (estimated parameters)
  • Viewing fitted values
  • Saving fitted values from forecast windows
  • Saving fitted values using command. Example:
  • Get fitted values from command window. Example: eq01.fit fitted
  • Residuals sum of square: eq01.@ssr
  • \(R^2\) : eq01.@r2