matrix(4,28) pv
matrix(4,28) coef 
matrix(4,28) tstat
matrix(28,15) RESULTS
vector(28) r2s
vector(28) aic
vector(28) rbar

!aic = 99999999
!maxlags = 4
!bestlag_a = 0
!bestlag_b = 0


 for !i=1 to 28
for !lag_a = 0 to !maxlags
   for !lag_b = 0 to !maxlags
 
        
equation eq{!i}.ls Y{!i} c X{!i}A(0 to -!lag_a) X{!i}B(0 to -!lag_b) Y{!i}(-1)
if eq{!i}.@aic < !aic then
!bestlag_a =(!lag_a)  'if this lag specification has the best AIC, then store this lag as !bestlag.
!bestlag_b =(!lag_b) 
 
!aic= eq!i.@aic

endif
show eq{!i}.ls   Y{!i} c X{!i}A(-!bestlag_a) X{!i}B(-!bestlag_b ) Y{!i}(-1)
colplace(pv, eq!i.@pval, !i)
colplace(coef, eq!i.@coef, !i)
colplace(tstat, eq!i.@tstats, !i)


 r2s(!i) = eq!i.@r2 
 aic(!i) = eq!i.@aic
 rbar(!i) = eq!i.@rbar2


matrix PVALUE = @transpose(pv)	
matrix coefs = @transpose(coef)
matrix tstats = @transpose(tstat)
results.setwidth 25
matplace(results,PVALUE,1,1)
matplace(results,coefs,1,5)
matplace(RESULTS,tstats,1,9)

colplace(RESULTS,R2S,13)
colplace(RESULTS,AIC,14)
colplace(RESULTS,RBAR,15)
RESULTS.setcollabels  Pvalue_c Attention Mood unknown coef_c attention mood unknown tstats_c Attention Mood unknown Rsquared AIC Adjusted_Rsquared

Results.setrowlabels Apple_Inc. American_Express_Company. The_Boeing _Company Cisco_Systems_Inc. Chevron_Corporation The_Walt_Disney _Company General_Electric_Company The_Goldman_Sachs_Group_Inc. The_Home_Depot_Inc. International_Business_Machines_Corporation Intel_Corporation Johnson_&_Johnson JPMorgan_Chase_&_Co. The_Coca-Cola_Company McDonald_s_Corporation 3M_Company Merck_&_Co_Inc Microsoft_Corporation NIKE_Inc. Pfizer_Inc. The_Procter_&_Gamble_Company The_Travelers_Companies_Inc. United_Health_Group_Incorporated United_Technologies_Corporation Visa_Inc. Verizon_Communications_Inc. Walmart_Inc. Exxon_Mobil_Corporation

RESULTS.write(t=xls) "C:\Users\adarshad\Desktop\VARIABLES\rashid\results"
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