@prob data member of coefficient in equation object missing?
Moderators: EViews Gareth, EViews Moderator
@prob data member of coefficient in equation object missing?
Going through the data members of the equation object in the Object Reference manual I can find @coefs(i), @tstats(i) but not @prob(i). Is there a data member for the probability value of a coefficient in the equation object? If not, what would be the most convenient way of obtaining this probability value in an Eviews program? Thank you.
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EViews Gareth
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Re: @prob data member of coefficient in equation object miss
Use the corresponding statistical function to calculate the p-value based on the t/z statistic.
Re: @prob data member of coefficient in equation object miss
Ok, thank you.
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