I want to get all the possible regressions between many independent variables and the same depedent variable.
i am doing the following(i am doing with more betas too, this is just a example):
Code: Select all
for %i x1(-4 to 4) x2(-4 to 4) x3(-4 to 4) x4(-4 to 4) x5(-4 to 4)
xs.add {%i}
next
group xf
for %f nivel
xf.add {%f}
next
for !f=1 to xf.@count
%fname = xf.@seriesname(!f)
for !i=1 to xs.@count-1
%iname = xs.@seriesname(!i)
for !j=!i+1 to xs.@count
%jname = xs.@seriesname(!j)
eq.ls {%fname} c {%iname} {%jname}
;y = x1(-1)+ x1(-3)+x1(-4)
y= x1+x1(4)
....
have someway to do all this regressions without the same variable in the same equation? Anyone can help me with this?
