Make estimated coefficient series

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kimmy.huong
Posts: 2
Joined: Mon Oct 03, 2016 6:58 am

Make estimated coefficient series

Postby kimmy.huong » Mon Oct 03, 2016 7:09 am

Hi all,

I got an issue as follows:

My data is panel of 245 stock tickets, years from 2007 to 2015. I regress ols of eq01: Net_income=c(1)+c(2)*Net_income(-1) and generate coefficients of c(2) is 0.68888.

I would like to create series value of coefficient c(2), but dont know which command to use.

I have tried command : series c2data=eq01.@coefs(2) , but it show only value of 0.68888 in all rows.

Please kindly assist me on this issue.
Many thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Make estimated coefficient series

Postby EViews Gareth » Mon Oct 03, 2016 7:21 am

Your question doesn't quite make sense. You want to create a series that is equal to a coefficient. A coefficient is a single value. The code you post is correct. It will result in a series with a single value, because that's what you want?
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kimmy.huong
Posts: 2
Joined: Mon Oct 03, 2016 6:58 am

Re: Make estimated coefficient series

Postby kimmy.huong » Wed Oct 05, 2016 7:10 am

Thanks Gareth.

Actually I think that I can generate a series of coefficient of each ticket/year as I thought that 0.68888 is avg value of my sample.


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