string loop to generate an 'ad hoc' autoregressive equation

[Novi]

Hi All,
I am facing problems to write a formula for an autorgeressive equation where the coefficients are not the default ones, but they are defined by me in a specific coef object named phi1. (I cannot use the standard syntax "equation standard.ls x x(-1 to -!pmax)" because then the coefficients will be the default ones)

Basically what I would like to get is to generate an equation of the type x=phi1(1)+phi1(2)*x(-1)+phi1(3)*x(-2)+....+phi1(p)*x(-p)

I wrote the following code:

Code: Select all

%auto= "(" for !j=1 to !pmax %auto= %auto +phi1(!j)+"phi1(!j)*x(-"@str(-!j)")" next '%auto = %auto ")" equation try.ls x {%auto}

But I always get the error that auto is not defined or an illegal command...do you know what I am doing wrong?

[EViews Gareth]

The quotes in your %alpha = line seem off. It looks like you inserted them at random.

[Novi]

Sorry I don't think I understand what you mean...how would you write it then??

[EViews Gareth]

I don't understand that line at all, so can't see how to fix it.

[Novi]

Dear Gareth,
I am sorry If my code is so unclear :( I will try 2 elaborate a bit on it...
So, I am trying 2 figure out a way 2 save time and witing complicated autoregressive expressions through loops.
For example the following code

coef(2) teta

%nom = "("

for !j=1 to !kmax
%nom = %nom + "+exp(teta(1)*" +@str(!J) + "+teta(2)*" + @str(!J^2) + ") "
next
%nom = %nom + ")"

will actually write an expression like "(+exp(teta(1)*1+teta(2)*1)+exp(teta(1)*2+teta(2)*4)...)" for as long as !kmax is, and then I can use this in an equation by simply writing "equation eq1.LS y={%nom}+ c(1)*x " , clearly all of this runs in a program and it saves me a lot of time in writing long polynomials.

Now, I need to write a similar code but for a more simple autoregressive polynomial, one like Phi1(1)+phi1(2)*x(-2)+phi1(3)*x(-3)+.....+phi1(p+1)*x(-p).... I need a string expression which then I can use multiple times within my program. Is there a way in which I can modify the above code to obtain what I need? Hope this is clearer....many many thanks!

[EViews Gareth]

Code: Select all

%auto= %auto +phi1(!j)+"phi1(!j)*x(-"@str(-!j)")"

Again, it looks like you inserted quotation marks at random into this.

At a guess:

Code: Select all

%auto= %auto + " + phi1(!j)*x(-" + @str(-!j) + ")"

[Novi]

I am not really familiar with this string variables thing that's why I make mistakes.... sorry!
anyway I still get the the illegal command error with your corrections :(

[Novi]

Found the problem!!!!! auto is actually an eviews command which gets the program confused, I cannot name my string variable auto!

For everybody who needs it here it is the right code:

Code: Select all

%pol= "(" for !j=1 to !pmax %pol= %pol + " + phi1("+@str(!j)+")*x(-" + @str(!j) + ")" next %pol = %pol+")"

Thank u so much again!