I was looking at the documentation of the equation object's data members on pg 35 of the object reference. It seemed to have everything I would ever need. However I was trying to find a data member for the f stat's probability, and I was unable to find such a data member. There was at least @f for the fstat itself, but I'm trying to examine joint significance over time.
Specifically, I'm doing a rolling regression and after each iteration I will need to store the fstat's probability. I suppose I could work it out arithmetically, but my data set is large and I want to save on computational resources as much as possible. Calculating the fstat's probability from scratch at each step of the rolling regression seems intensive. Although I'm actually not sure how severe the trade off is in performance when using builtin data members versus computing everything from scratch. If it's negligible maybe I'll just bite the bullet, but if there is a better way please let me know.
Thank you
F Stat Probability Value / data member
Moderators: EViews Gareth, EViews Jason, EViews Moderator, EViews Matt

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12543
 Joined: Tue Sep 16, 2008 5:38 pm
Re: F Stat Probability Value / data member
@fprob.
FWIW, the computational resource would have been negligible. I just wrote an EViews program that calculated 1,000,000 fprobs in .6 of a second.
FWIW, the computational resource would have been negligible. I just wrote an EViews program that calculated 1,000,000 fprobs in .6 of a second.
Follow us on Twitter @IHSEViews
Re: F Stat Probability Value / data member
Thank you for looking into all aspects of my question, I've always wondered about the efficiency aspect. Now I know I shouldn't worry so much.
Who is online
Users browsing this forum: Majestic12 [Bot] and 18 guests