Multiple series regressed on one model

[Eltun]

Hi,

I have got more than 200 series and just one model. So , this model should be regressed on each fund separately and the results should be saved, because for each series it is gonna give me different results.
Now, I would say that it is going to much time for me to Estimate equation for each fund separately.
Is there any ready command in Eviews to use, or how to program it?

Kindly ask You to assist me in this case.

thanks in advance for your cooperation!

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=5&t=1638

[Eltun]

Dear Gareth,

Sorry to bother You.
But, I have tried to use the following command:

'create a workfile
wfcreate q 1990 2010

'create a group which will contain the xs
group xs

'create 5 series
for %i GDP UNEMP INFL CPI M1
series {%i}=nrnd
xs.add {%i}
next

'create vector to store r-squares
vector(10) r2s

'create empty equation to be used inside the loop
equation eq

''counter of how many equations we have run
!rowcounter=1

'run pairwise regressions between each series
for !i=1 to xs.@count-1
%iname = xs.@seriesname(!i)
for !j=!i+1 to xs.@count
%jname = xs.@seriesname(!j)
eq.ls {%iname} c {%jname}
r2s(!rowcounter) = eq.@r2
!rowcounter = !rowcounter+1
next
next

---------------------
But couldn't figure out what to write for the place of "i" and "j". Should I write the names of series? Besides, for eq.ls {%iname} c {%jname}.
In the meantime, as I mentioned before there are more than 200 series and each differently named and I need to store each coefficient of independent variables, the correspondent P-value and Adjusted R-squared

[EViews Gareth]

You don't need to replace i and j with anything.

[Eltun]

So, just to copy and paste the command as it is?
But it says, "the flow command is executed" and nothing more

[EViews Gareth]

You have to put it into an EViews program (File->New Program)

[Eltun]

I have attached a sample file.
For example from eq01 model, how get a list of series with coefficients, p-values and R-squared.

Kindly ask You to help

[EViews Gareth]

You'll have to write a program to do it. The thread I liked has plenty of examples. You'll have to read through and learn.