Search found 15 matches

by molugbode
Thu Jul 09, 2009 6:58 am
Forum: Programming
Topic: COEFFICIENTS AND P-VALUES FROM OLS
Replies: 4
Views: 7882

Re: COEFFICIENTS AND P-VALUES FROM OLS

Problem solved. Many thanks for your suggestion.
by molugbode
Thu Jul 09, 2009 6:52 am
Forum: Programming
Topic: PROGRAMME FOR TABLES
Replies: 2
Views: 4937

Re: PROGRAMME FOR TABLES

Many thanks for your suggestion.
by molugbode
Tue Jul 07, 2009 2:27 pm
Forum: Programming
Topic: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Replies: 6
Views: 12120

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Many thanks. It worked perfectly.
by molugbode
Tue Jul 07, 2009 12:47 pm
Forum: Programming
Topic: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Replies: 6
Views: 12120

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Many thanks for your response. If I wanted to get the histogram from an estimated equation would the model be something like this: equation eq1.ARCH(TDIST,EGARCH,ARCHM=LOG,N,DERIV=AA) AERO C AERO(-1) INDVAR freeze(t) eq1 stats show t scalar mean=@val(t(6,2)) scalar median=@val(t(7,2)) I,ve tried thi...
by molugbode
Tue Jul 07, 2009 11:59 am
Forum: Programming
Topic: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Replies: 6
Views: 12120

Re: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

Many thanks for your response. I've frozen the stat view but i am still not able to extract the figures I want since there are no cells in the table - I want to use this program below to collect all the required figures form the histograms. mytable(2,1) =@val(tab1(13,2)) I have a lot of histograms t...
by molugbode
Tue Jul 07, 2009 3:01 am
Forum: Programming
Topic: NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS
Replies: 6
Views: 12120

NORMALITY TESTS -HISTOGRAM DESCRIPTIVE STATISTICS

I have run a series of regression and performed normality tests on the residuals using histograms. From the histogram, I want to extract the jarque-bera statistic and its probability, skewness and kurtosis parameters. I do not need the graph. I have tried saving the histogram on a table but no cells...
by molugbode
Mon Jul 06, 2009 9:45 am
Forum: Programming
Topic: PROGRAMME FOR TABLES
Replies: 2
Views: 4937

PROGRAMME FOR TABLES

I have created some tables to store the output from my equations. I have used the freeze option so that I can extract the numbers I want from the table. However I have over 60 equations and therefore 60 tables, so extracting the numbers manually is painstakingly slow. For example from the table belo...
by molugbode
Mon Jul 06, 2009 4:36 am
Forum: Programming
Topic: EXTRACTING TABLES FROM A SPOOL
Replies: 3
Views: 5563

Re: EXTRACTING TABLES FROM A SPOOL

Many thanks. Sorted it out now.
by molugbode
Sun Jul 05, 2009 11:40 am
Forum: Programming
Topic: EXTRACTING TABLES FROM A SPOOL
Replies: 3
Views: 5563

Re: EXTRACTING TABLES FROM A SPOOL

Many thanks for your suggestions. I have tried both options: output(r) c:\myrtffile.rtf 'redirect printing to a rtf file ' or output(t) c:\mytextfile.txt 'redirect printing to a text file print myspool I keep getting the message" unable to open file in "print myspool" . This is an abr...
by molugbode
Sun Jul 05, 2009 8:02 am
Forum: Programming
Topic: EXTRACTING TABLES FROM A SPOOL
Replies: 3
Views: 5563

EXTRACTING TABLES FROM A SPOOL

I have written a series of programmes which runs a series of OLS regression models and transfers the output to a spool. However when I want to copy the tables to excel, I found that I could only copy and paste one table at a time. I have a lot of tables in the spool and was hoping if anyone knew of ...
by molugbode
Wed Jul 01, 2009 12:08 pm
Forum: Programming
Topic: COEFFICIENTS AND P-VALUES FROM OLS
Replies: 4
Views: 7882

COEFFICIENTS AND P-VALUES FROM OLS

Many thanks for your suggestions. I have incorporated the suggested programme below into my existing programme. freeze(tab1) e1.wald c(1)=0 scalar f_pvalue = @val(tab1(6,4)) However I'm still not able to get the p-values for the regression coefficients when I run the model. Is it still possible to r...
by molugbode
Wed Jul 01, 2009 10:38 am
Forum: Programming
Topic: MULTIPLE REGRESSION
Replies: 1
Views: 5265

MULTIPLE REGRESSION

I have a series of 31 portfolio returns and I have tried to estimate the model using the OLS programme below. I created a group for the dependent variables as well as the independent variables. 'matrix to hold results matrix(deps.@count,regs.@count)coefs matrix(deps.@count,regs.@count)tstats matrix ...
by molugbode
Mon Jun 29, 2009 7:53 pm
Forum: Programming
Topic: ESTIMATING OLS WITH HAC ERRORS AND AR(1)EGARCM-M
Replies: 0
Views: 3292

ESTIMATING OLS WITH HAC ERRORS AND AR(1)EGARCM-M

I have a series of 31 portfolio returns and 400 firm level stock returns and I want to estimate the model using OLS model below. Rit = αj + βetRMt + βeteuroRMDDeurot + βerXRt + βereuroXRDeurot + βitSRt + βiteuroSRDeurot + βltLRt + βlteuroLRDeurot + εt I also need to use Newey West to adjust the erro...
by molugbode
Mon Jun 01, 2009 10:39 am
Forum: Programming
Topic: PROGRAMMING FOR OLS AND AR(1) EGARCH-M
Replies: 2
Views: 4486

Re: PROGRAMMING FOR OLS AND AR(1) EGARCH-M

I'm just learning to use the programme so I don't have much at all.

DO_eql.ls aero to TRAVLEIS =FTALLSH to BRYDDUM

I have uploaded some of my data. Your assistance with this is highly appreciated.

Molugbode
by molugbode
Mon Jun 01, 2009 9:01 am
Forum: Programming
Topic: PROGRAMMING FOR OLS AND AR(1) EGARCH-M
Replies: 2
Views: 4486

PROGRAMMING FOR OLS AND AR(1) EGARCH-M

I have a series of 31 portfolio returns and 400 firm level stock returns and I want to estimate all the returns using the model Rit = αj + βetRMt + βeteuroRMDDeurot + βerXRt + βereuroXRDeurot + βitSRt + βiteuroSRDeurot + βltLRt + βlteuroLRDeurot + εt I also need to use Newey West to adjust the error...

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