saving coefficient of VEC

For questions regarding programming in the EViews programming language.

Moderators: EViews Moderator, EViews Jason, EViews Gareth

saving coefficient of VEC

Postby FriedrM9 on Thu Jul 29, 2010 11:19 pm

Hi to everyone,

I'm searching for a solution of this problem. I want to estimate the following VECM

var macro1.ec 1 1 ln_arg_chem ln_arg_ind

up to here is everything okay, but now I want to transform the estimated coefficients into a Excel (.xls) file.
Maybe it's good to sort the coefficients in a table, like row "B" for the Alpha values - row "C" for the Cointegration ralation ...

Is there a possibility to solve this problem?

Regards,
Martin
FriedrM9
 
Posts: 3
Joined: Thu Jul 29, 2010 11:06 pm

Re: saving coefficient of VEC

Postby FriedrM9 on Fri Jul 30, 2010 12:36 am

okay,

with:
scalar Beta1=macro1.b(1,1)
scalar Beta2=macro1.b(1,2)
scalar Beta3=macro1.b(1,3)
scalar Alpha1=macro1.a(1,1)
scalar Alpha2=macro1.a(2,1)

I get the beta and the alpha coefficients, but I also need the coeffients from the VAR term.

Regards,
Martin
FriedrM9
 
Posts: 3
Joined: Thu Jul 29, 2010 11:06 pm

Re: saving coefficient of VEC

Postby EViews Gareth on Fri Jul 30, 2010 7:15 am

Look up the VAR data members entry in the object reference.
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
 
Posts: 1892
Joined: Tue Sep 16, 2008 5:38 pm


Return to Programming

Who is online

Users browsing this forum: blackrider and 2 guests