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I have attached a sample file.
For example from eq01 model, how get a list of series with coefficients, p-values and R-squared.

Kindly ask You to help

So, just to copy and paste the command as it is?
But it says, "the flow command is executed" and nothing more

Dear Gareth, Sorry to bother You. But, I have tried to use the following command: 'create a workfile wfcreate q 1990 2010 'create a group which will contain the xs group xs 'create 5 series for %i GDP UNEMP INFL CPI M1 series {%i}=nrnd xs.add {%i} next 'create vector to store r-squares vector(10) r2...

Hi, I have got more than 200 series and just one model. So , this model should be regressed on each fund separately and the results should be saved, because for each series it is gonna give me different results. Now, I would say that it is going to much time for me to Estimate equation for each fund...

Done! Thanks a lot!

Sorry, but there is an info about how to conduct White's but not about the robust standard errors to correct

Many thanks. I will make a not for it. One more question in this case. After checking for heteroskedasiticity with Breusch-Pagan test, I have rejected the null, which means there is a heteroskedasticity. And as I clearly understood from the literature, I should smooth or correct it by using White's ...

This is just one of 100 funds. And it is so recent fund (age) that, there is no way to do it differently.
What is the bad idea? could you be kind to explain?
I would really appreciate your explanation, as maybe I am doing smth wrong.

Please see the file attached "test"

I suppose, this because the data is unavailable before the date 2013M02 in "series01"
Because when I use, lags 3, 4, up to 6 it works.

Kindly ask you to check the file.

Thanks in advance for your cooperation!

Hi All, I am regressing the time-series data based on monthly observations. The regression is heteroskedastic, and not normally distributed. I would like to test for Autocorrelation by using "Serial correlation LM test" with 12 lags as the data is based on monthly observations. unfotunatel...

Dear All, I am going to measure the performance of funds based on Jensen's alpha. Rpt - Rft = alpha + beta*(Rmt-Rft) + Et (Model) a) Rpt minus Rft - is initially calculated and imported into Eviews as series and named "RpRf" b) Rmt minus Rft is calculated and imported into Eviews as series...