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