Dear Eviews Expert,
I am trying to run the LM serial correlation test with lag 6 across 200 series, and collect the p-value for them.
I have created the loop, but I don't know how to collect the LM p-val in Eviews code (my guess is something like "lm.@series"), is it possible to do this in Eviews?
If it is possible, will you please tell me how to do it?
I really appreciate your kind help!
Best regards,
Amber
Run LM test in the loop
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13309
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Run LM test in the loop
Absolutely brilliant! Cheers!
Re: Run LM test in the loop
Dear Gareth,
I have tried:
But it is not working, can you correct the code for me?
Thanks!
I have tried:
Code: Select all
freeze(tab1) eq1.lm lag=6
scalar chi_pvalue = @val(tab1(4,4))
But it is not working, can you correct the code for me?
Thanks!
-
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13309
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Run LM test in the loop
According to the Object Reference, the correct command for performing the auto correlation LM test is equation.auto(lags)
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Re: Run LM test in the loop
Thanks, it works like charm!
I will post the code here:
Just in case, might be helpful to others.
I will post the code here:
Code: Select all
freeze(tab1) eq1.auto(6)
scalar chi_pvalue = @val(tab1(4,5))
Just in case, might be helpful to others.
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