regression in loop structure and saving results
Posted: Sun Jun 20, 2010 12:19 pm
Hello,
I am new in programming. May be my question so simple. If you help me, I really appreciate your help.
I want do several regresiion in a loop structure for the below model for finding best AR MA parameters. I want to get all AIC, SBC, adj R2 and probabilities of coefficients (a0,a1,a2,a3) in a table after regressing. Then I will choose right model comparing each model
Do i= 1, n
Do j= 1, m
ls Y= a0 +a1X + a2AR(i) + a3MA(j)
sending AIC,SBC Adj R2 and prbablities of coeeficient to a table
continue
Is it possible with using programming in Eviews 7?
Thanks
I am new in programming. May be my question so simple. If you help me, I really appreciate your help.
I want do several regresiion in a loop structure for the below model for finding best AR MA parameters. I want to get all AIC, SBC, adj R2 and probabilities of coefficients (a0,a1,a2,a3) in a table after regressing. Then I will choose right model comparing each model
Do i= 1, n
Do j= 1, m
ls Y= a0 +a1X + a2AR(i) + a3MA(j)
sending AIC,SBC Adj R2 and prbablities of coeeficient to a table
continue
Is it possible with using programming in Eviews 7?
Thanks