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Sort regression output

Posted: Tue Dec 04, 2018 7:59 am
by chris_cl
I use the

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dummy*@expand(@year*@month,@dropfirst)
command to interact a dummy with a bunch of time dummies. I was wondering if there is any way to sort the regression output without coping everything to Excel? Eviews sorts the output according to the product of @month*year which is rather useless if I want to analyze the coefficients over time.

Re: Sort regression output

Posted: Thu Dec 06, 2018 3:43 am
by chris_cl
Some feedback would be great.

Re: Sort regression output

Posted: Thu Dec 06, 2018 8:22 am
by EViews Gareth
There's nothing built in.

You could freeze the output into a table and then sort the table, but to be honest you're probably best off just creating the dummies yourself and putting them in whichever order you want.

Re: Sort regression output

Posted: Mon Dec 10, 2018 3:16 am
by chris_cl
Quick follow up on this one:

How can I specify a specific period instead of the first one? This

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@expand(@month*@year,@drop(@month*@year={number}))

command produces the near singular matrix problem, it works fine if I use @dropfirst instead.{number} is the value of the product of @month*@year, e.g. {number]=2010 in 2010M01.

Re: Sort regression output

Posted: Tue Dec 11, 2018 1:20 am
by chris_cl
As suggested, I created a dummy series for each period. However, now I cannot simply use something like

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time_fe*dummy


Is it really necessary to write a program to get the the interaction?

Re: Sort regression output

Posted: Tue Dec 11, 2018 8:50 am
by EViews Gareth
I'm not entirely sure I understand the issue. If time_fe is a series, and dummy is a series, why can't you multiply them?