Hi I have gotten this eviews programming file from my teacher to do cross-sectional regression
'load the data
load "\your_own_path.wf1"
' Define number of obs and a matrix in which to store the results
scalar numberOfmonths=576
matrix(numberOfmonths,numberofportfolios) results
' Regression Loop
for !i=1 to numberOfmonths
smpl @all if month = !i 'PS! You need to have a variable called month that captures the variable to be looped over
equation eq1
eq1.ls y x
results (!i,1) = eq1.@coefs(1)
results (!i,2) = eq1.@coefs(2)
next
wfsave "\Your_own_path.wf1"
When I put in my variables I get error messages
Insuffient observations in "do_eq1.ls y beta"
'load the data
load "f:\Research\exercise1.2\exercice1.22.wf1"
' Define number of obs and a matrix in which to store the results
scalar numberOfmonths=576
matrix(576,25) results
I have made the month variable, grouped the 25 portfolioes in a Y variable (only the first line is showen in the group) and grouped the 25 betas to the portfolios in a simular way in an x group.
' Regression Loop
for !i=1 to 576
smpl @all if month = !i 'PS! You need to have a variable called month that captures the variable to be looped over
equation eq1
eq1.ls y beta
results (!i,1) = eq1.@coefs(1)
results (!i,2) = eq1.@coefs(2)
next
wfsave "f:\Research\exercise1.2\exercice1.22.wf1"
I have made the month variable, grouped the 25 portfolioes (named p1 to p 25)in a Y variable (only the first line is showen in the group) and grouped the 25 betas (named b1 to b25)to the portfolios in a simular way in an x group.
I also get the error message Y is not defined.
Have tried to get this program to work for 5 days now and can`t get around it even how much I try to red the inro to programming.
Plz help me.
Cross-sectional regression
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EViews Gareth
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Re: Cross-sectional regression
Hard to tell without having the data.
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