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For example I can perform a Wald test from my equation, but I cannot retrieve the p-values and store them in a scalar in a program. Is there a way to do this?

Many of our Views, such as tests from an equation, do not have an inbuilt way to retrieve the statistics. However you can always retrieve values by first freezing the view into a table, and then referencing the cell containing that value.

For example:

Hey there, I want to extract F-statistics from Chow tables recursively (meaning I have to freeze around 130 tables and extract the F statistics). However, naturally, I get an error after the first one. Is there any command to close the table?

Which error are you getting?

Sorry, I'm not getting any error. It's just the Chow series that are not filled (just with N/As). I am sure I am doing something wrong with the way I specify the dates for the Chow test.


Note: I have also tried replacing the @first+!i with 1999m01+!i, but eviews always tells me that this is an illegal date. Any thought on how to solve this? I have tried going through the command reference, but I was not enlightened on this issue.

kipfilet
The attached code (using ev5) may help you make progress. It does the same chow breaktest over and over. You can see that you have to work a bit harder ( I,ve not done it here) to supply the changing breakpoint date and the date has to imply sufficient observations in the earlier and later periods.
Gerald

Concerning the "freezing 130 tables", you may as well just freeze the table with the same name and then delete it after you are through with it. It helped a lot when I started getting workfiles with millions of frozen VAR output tables! Just a thought!

Or, just use the mode=overwrite option on the freeze command.

EViews Gareth wrote:Many of our Views, such as tests from an equation, do not have an inbuilt way to retrieve the statistics. However you can always retrieve values by first freezing the view into a table, and then referencing the cell containing that value.

For example:

Code: Select all

freeze(tab1) eq01.wald c(1)=0
scalar f_pvalue = @val(tab1(6,4))

equation eq{!i}.ls Y{!i} C X{!i}A(-!bestlag_A) X{!i}B(-!bestlag_B) Y{!i}(-1) X{!i}G(-!bestlag_G) X{!i}C(-!bestlag_C) X{!i}B(-!bestlag_B)*X{!i}Z

I want to retrieve wald test values for this equation and store them

Can someone help me

i want to run wald test for c3=0 hypothesis for the output of the equations and then store them ...can someone refer to the code

and store the pvalue and chi square value for all equations

eq!i.wald c(6)=0

FOR i=28

I want to store pvalues in word file or atleast in a table or somewhere together

can someone help

i would like to write an algorithm in order to be able to retrieve the smoothing parameter (a) in a table. So i would like to do it 10.000 times and that's means i will have 10.000 times the value of a. Could anyone help me??
I have already written the following code for only one series with my data:

freeze ser01.smooth(s) ser01sm

With this command i have the table with the results from simple exponential smoothing which is done only in ser01 and obviously the smoothing parameter (a). It is located in a 8Ε cell. I want to retrieve it and put it in a table.