PROGRAMMING FOR OLS AND AR(1) EGARCH-M

[molugbode]

I have a series of 31 portfolio returns and 400 firm level stock returns and I want to estimate all the returns using the model

Rit = αj + βetRMt + βeteuroRMDDeurot + βerXRt + βereuroXRDeurot + βitSRt + βiteuroSRDeurot + βltLRt + βlteuroLRDeurot + εt

I also need to use Newey West to adjust the errors to make them HAC. For the diagnostics, I want to display the Jarque Bera statistics, LM for serial on correlation, DW, ARCH test in addition to the usual regression parameters such as R-squared, F stat etc.
I have tried using a programme to run all 31 portfolios at once but its not working.

Also I want to use the same model to perform theAR(1)E-GARCH(1,1)-M analsis using a t disribution and showing the ARCH test, Jarque Bera statistics.

And once I've done it, how do I export the results on excel without having the format data problem?

Many thanks in advance for your assistance.

molugbode

[EViews Gareth]

You might receive better help if you were able to post your program so far, and also indicate how it is not working.

Also, posting your data is always helpful.

[molugbode]

I'm just learning to use the programme so I don't have much at all.

DO_eql.ls aero to TRAVLEIS =FTALLSH to BRYDDUM

I have uploaded some of my data. Your assistance with this is highly appreciated.

Molugbode