eq.s options in the rolling regression

[nawal]

Hi,

I have to check the robustness of my estimates with different time period.
I am using the below code for the same:

if @isobject("comparison") then
delete comparison
endif
'create vector to store r-squares
matrix(6,64) comparison

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

%smpl_start="2000Q1"
%smpl_end= "2015Q2"

smpl {%smpl_start} {%smpl_end} '@last
'get size
!length = @obssmpl

!j=1
for !i = 0 to !length step 1
!j=!j+1

'smpl 1996q1+!i 1996q1+8+!i
smpl {%smpl_start} {%smpl_start}+!i+20
eq.ls 'your model equation

'store coefficients into matrix
colplace(comparison, eq.@coefs, !j)
next

show comparison

But I am not able to match my model estimates with the results with this code.
I search and found that to get the exact estimates I have to feed the same option which i select when i ran the final model.

Could anyone please help me how to specify eq.ls (options) in the above code.

My estimation settings option is - LS - least squares(NLS and ARMA)
Co-efficient co-variance : Method - Ordinary and information matrix - OPG
d.f adjustment has been ticked

Optimization method - Eviews legacy
Maximum Iterations - 500
Convergence tolerance - 0.0001


ARMA method - CLS
Starting ARMA coefficients values: OLS/TSLS
Backtest MA terms has been tikced.

Below is the Eviews help on the above topic:
http://www.eviews.com/help/helpintro.ht ... 0.068.html

Regards,
Nawal Kashyap

[EViews Gareth]

Not entirely sure I understand the question, but I think what you're asking is how to implement certain options using the LS command.

The help page you link to has all the details.

Or you can estimate an equation interactively, then click on View->Representations to see the command line form (or use the Command Capture window in EV9).

[nawal]

Not entirely sure I understand the question, but I think what you're asking is how to implement certain options using the LS command.

The help page you link to has all the details.

Or you can estimate an equation interactively, then click on View->Representations to see the command line form (or use the Command Capture window in EV9).

Hi Gareth,

My question was how to use different LS option in the equation?

The url had all the options, but I have very little knowledge of eviews programming.
So I am not able to implement all the options which I used to estimate my model.

Could you please mention how to write options of my equation in the program?

I would be very thankful to you.

Regards,
Nawal Kashyap

[EViews Gareth]

What have you tried?