## How to run Breusch-Godfrey test for multiple series

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Posts: 12
Joined: Tue Nov 04, 2008 10:09 am

### How to run Breusch-Godfrey test for multiple series

Hi, i need help with the coding for the Breusch-Godfrey test in order to run it for multiple series.
I did the loop-coding for the regression, but I have no clue, how to fill the matrix with the results of the BG test, because I don't see any specific "@commands" for the single results (e.g. F-statistics). I can use the "auto(4)" command for a single regression, but not for multiple regressions in a loop,
which would require to put the results into my matrix

And I would also appreciate, if someone knows the coding for the p-value of an F-test. Since I did the White-test by simply coding the regression for the test. So I can fill the matrix (for multiple series again) with the values of the F-statistics, but I cannot find the solution for showing the F-Probability.

I appreciate any help, because I am rather a noob in maths/statistics.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11901
Joined: Tue Sep 16, 2008 5:38 pm

### Re: How to run Breusch-Godfrey test for multiple series

Freeze the test results into a table, then grab the numbers you want from that table:

viewtopic.php?f=5&t=18

Posts: 12
Joined: Tue Nov 04, 2008 10:09 am

### Re: How to run Breusch-Godfrey test for multiple series

thx for your help, tough i don't undertstand. could you please explain it?
the point is, i can do:

freeze name-of-equation.auto(4)

but i cannot retrieve a value, to fill the matrix, e.g.
matrix(1, 1) = ******

because apparently, i cannot name the result. or at least i have no idea, how to retrieve it......i only get hundreds of regression tables for all the series.

i solved the p-value for the f-distribution. so, i won't need help for that.

Posts: 12
Joined: Tue Nov 04, 2008 10:09 am

### Re: How to run Breusch-Godfrey test for multiple series

so there is no way, I can retrieve a result from the test e.g. the p-value and fill it in a matrix?
note: freezing the table results in a crash....too many windows open.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11901
Joined: Tue Sep 16, 2008 5:38 pm

### Re: How to run Breusch-Godfrey test for multiple series

I'm not sure what you're doing that would cause too many windows to be open, but you can always delete the tables after you've used them