Hello,
I have 1 loop and I am looping through 3 separate equations in it. Is it possible to save coefficients from those 3 equations into the same matrix? I can save betas from 1st equation but how do I add betas from other equations?
saving coefficients from different equations to the same matrix
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: saving coefficients from different equations to the same matrix
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Re: saving coefficients from different equations to the same matrix
Thank you Gareth. It's helpful. What I am looking for is that my loop is forecasting out of sample and it expands by 1 period as the loop runs:
' Estimation sample
%t_insmpl_1 = "1970:1"
%t_insmpl_2 = "1990:12"
' Set out-of-sample estimation period
%t_outsmpl_1 = "1991:1"
%t_outsmpl_2 = "2021:04"
I am able to store constant and beta from first regression in the 1st and 2nd column of the matrix. can I add betas from 2nd regression to 3rd and 4th column of that matrix?
Thank you.
' Estimation sample
%t_insmpl_1 = "1970:1"
%t_insmpl_2 = "1990:12"
' Set out-of-sample estimation period
%t_outsmpl_1 = "1991:1"
%t_outsmpl_2 = "2021:04"
I am able to store constant and beta from first regression in the 1st and 2nd column of the matrix. can I add betas from 2nd regression to 3rd and 4th column of that matrix?
Thank you.
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: saving coefficients from different equations to the same matrix
Sure, if you want to.
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Re: saving coefficients from different equations to the same matrix
little help, please: how can I add them?
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- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13317
- Joined: Tue Sep 16, 2008 5:38 pm
Re: saving coefficients from different equations to the same matrix
That post I linked has an example.
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