I need to extract two elements from ARCH-LM test results and store them in a matrix. What I did so far is I could just manage to extract the F-stat and F-prob values from the tables of test results, but I could not merge the results and store them into a single matrix. It extracts the values and stores them into different matrices:
Code: Select all
smpl @all
for %k series01 series02 series03
equation eq1.ls {%k} c
eq1.archtest
freeze(ARCH_LM_{%k}) eq1.archtest
matrix(3,2) ArchLM_{%k}
!rowcounter=1
ArchLM_{%k}(!rowcounter,1) = @val(ARCH_LM_{%k}(3,2))
ArchLM_{%k}(!rowcounter,2) = @val(ARCH_LM_{%k}(3,5))
!rowcounter=!rowcounter+1
nextMany thanks in advance ....