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    "No Observations"




    Hi, I was hoping someone might be able to help solve this problem. The values are all formatted as numeric.

    I'm regressing news announcements on exchange rate returns and when I
    regress a news variable on its own, typing:

    "reg ret ur"

    Where ret = returns and ur =unemployment rate news I get a fine output. When I include lags of the unemployment rate in the regression:

    reg ret ur ur1 ur2 ur3 ur4

    I get the response "No Observations r(2000);"

    I can't see why its giving me this output. There are (.)s for most of the
    values as in a sample of 225000+ exchange rate measurements there are only a maximum of 36 observations of news. This may help diagnosing the problem. Any help with this would be much appreciated.

    Thanks,
    Charlie

  2. #2
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    Re: "No Observations"


    What program are you using?

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