Store also t-statistics from regressions

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PeterDeJongh
Posts: 4
Joined: Wed Dec 14, 2011 4:00 am

Store also t-statistics from regressions

Postby PeterDeJongh » Thu Feb 09, 2012 6:38 am

Hi guys,

I'm pretty new to programming, but I've tried the programming manual at this forum.
However, I can now retrieve all coefficients from my regressions, but can I also store the corresponding t-statistics in the same program in the matrix?

This is what I developed this far:

matrix(12,8) coefs

equation eq

for !i=1 to sectors.@count
%iname = sectors.@seriesname(!i)
%controlall = controlall.@members
equation eq_{%iname}.ls(n) {%iname} c {%controlall}
colplace(coefs, eq_{%iname}.@coefs, !i)
next


Can somebody help me with this?

Thanks in advance for your help!

Kind regards,

Peter de Jongh

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Store also t-statistics from regressions

Postby EViews Gareth » Thu Feb 09, 2012 8:42 am

Rather than using the @coefs data member, use the @tstats data member.

PeterDeJongh
Posts: 4
Joined: Wed Dec 14, 2011 4:00 am

Re: Store also t-statistics from regressions

Postby PeterDeJongh » Thu Feb 09, 2012 9:23 am

Ok thanks! Also for your quick response :)


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