Can I display the result automaticly with star?
I mean the coefficient is 1% level significant, there will be *** behaind it, 5% level, "**" behind/
such as Coefficient 2.342 *** means it significant at 1% level.
Search found 2 matches
- Fri Aug 03, 2012 2:00 pm
- Forum: Data Manipulation
- Topic: Result display
- Replies: 1
- Views: 2049
- Mon Jul 30, 2012 6:54 am
- Forum: Econometric Discussions
- Topic: Seasonality Garch Negative R-squared
- Replies: 0
- Views: 1898
Seasonality Garch Negative R-squared
Hi, I'm trying to use Garch(1.1) model and Garch-in-mean(1.1) model to test the day of the week effect for Chinese stock market. I has added in dummy variables for Monday to Friday as d1 to d5. My mean equation for the test is take shanghai_a_share_r as a example: shanghai_a_share_r d1 d2 d4 d5 But ...