Make estimated coefficient series
Posted: 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
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