How to make Stepwise reg. to pick best variation of variabl?

[mhsk]

Hi all,


I have a question as to how to get Eviews to pick out the best combination of the variations of the variables.

To clarify say I have a 5x variation in the values of 1 variable, so essentially 5 series. But I have 3 different variables with 5x variations in the values.

So in total I have 5 variations x 3 variables (=15). But I need Eviews to pick 1 of each variables that forms the best combination.

Using stepwise I get duplicate picks of the variables. i.e. variable a_v1 variable a_v2 variable b_v1

Whereas i need 1 from variable a,b,c of any version.

If anyone have ideas, I'd love to learn how to do this!



Cheers!

[EViews Gareth]

You'll have to write a program that will do it for you.

The first thing you need to decide is what criteria you want to use for selection.