extracting regression output into a single table

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

EktaS
Posts: 16
Joined: Fri Sep 09, 2011 4:45 am

extracting regression output into a single table

Postby EktaS » Fri Apr 04, 2014 6:14 am

i run the following program to estimate the regression equation for each of 652 firms:

For !i=1 to 652

equation e{!i}.ls(cov=hac) y{!i} c x1 x2

next

It automatically saves 652 equations in the workfile. How could i extract the beta coefficients, std errors and their respective p-values from each equation for each firm and save these in a single different table. Should i have to do it manually by copy paste or eviews has any option to do that.

Plz help.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: extracting regression output into a single table

Postby EViews Gareth » Fri Apr 04, 2014 7:59 am

Take a look at the EqTabs add-in.

EktaS
Posts: 16
Joined: Fri Sep 09, 2011 4:45 am

Re: extracting regression output into a single table

Postby EktaS » Fri Apr 04, 2014 1:16 pm

Many Thanks for quick reply. I am able to do that. :D


Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests