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  1. R

    How to tell SPSS what missing values are?

    I have imported a dataset into SPSS from Excel. In the Excel file, not all cells contained a value (=missing value). Once imported into SPSS, those cells now contain a dot (.), as follows: VAR_X VAR_Y VAR_Z ------------------------ 5,6384 5,9269 . . 5,6384 . 6,0186 5,6168...
  2. R

    How to perform pooled cross-sectional time series analysis?

    For 86 companies and for 103 days, I have collected (i) tweets (variable `hbVol`) about each company and (ii) pageviews for the corporate wikipedia page (`wikiVol`). The dependent variable is each company's stock trading volume (`stockVol0`). My data is structured as follows: company...
  3. R

    How to perform Prais-Winsten autoregression in SPSS 16?

    When performing a linear regression on my dataset, Durbin-Watson was very low (0.276). I found a tutorial online suggesting to perform an Prais-Winston autocorrelation. The tutoral came with screenshots of SPSS on how to perform the analysis. The screenshots however, are from SPSS 14. I have...
  4. R

    What to do with very low Durbin-Watson?

    For 100 companies, I have collected (i) `tweets` and (ii) corporate website `pageviews` for `148` days. The tweetvolume and pageviews per day are two independent variables corpaired against the stock `trading volume` for each company, resulting in 100 x 148 = 14,800 observations. My data is...
  5. R

    Why use logged variables in analysis?

    Probably, this is a very basic question but I don't seem to be able to find a solid answer for it. I hope here, I can. I'm currently reading papers as a preparation for my own master's thesis. Currently, I'm reading a paper which researches the relationship between tweets and stock market...
  6. R

    How to perform regression on panel-data with timelag in SPSS?

    For my thesis, I have gathered search volume data ("svi") from Google and message data from Twitter ("tweets" is the number of daily tweets) for serveral companies ("comp"). The variable "tradevol" is the trading volume in the stock of a company, as taken from Yahoo! Finance. "svi" and "tweets"...