@intercept |

Intercept from trend regression.

Computes the intercept (or intercepts for panel data) of an OLS regression versus a constant and an implicit time trend.

Syntax: @intercept(x[, s])

x: series

s: (optional) sample string

Return: series

EViews will use the current or specified workfile sample.

This function is panel aware.

Examples

series y = 2 + 3 * @trend + @nrnd

= @intercept(y)

The first line generates the series y using a simple linear regression model, where the sole regressor is a time trend, the intercept is 2, and the slope coefficient is 3. The second line returns the OLS estimate of the intercept term, and is approximately 2 in large samples.

Cross-references

See also
@trendcoef.