store matrices in a matrix

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veni arakelian
Posts: 2
Joined: Thu Mar 05, 2015 5:04 am

store matrices in a matrix

Postby veni arakelian » Thu Mar 05, 2015 5:17 am

Dear all

I have a short question. I run a rolling VAR estimation and I'd like to store, for example the coefficients from each estimation is a 3x2 matrix (denote varcoeff{!step}), in a matrix, say 'varcoeff', whose size changes in each iteration.

How can I write correctly the following varcoeff(step,step+3)=varcoeff{!step}?

Thanks,

V.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: store matrices in a matrix

Postby EViews Gareth » Thu Mar 05, 2015 10:24 am

Use the matplace function.

veni arakelian
Posts: 2
Joined: Thu Mar 05, 2015 5:04 am

Re: store matrices in a matrix

Postby veni arakelian » Fri Mar 06, 2015 6:07 am

Thank you!


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