Saving/Compiling OLS Output

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brennan6738
Posts: 31
Joined: Tue Sep 08, 2009 1:28 pm

Saving/Compiling OLS Output

Postby brennan6738 » Thu Oct 15, 2009 5:39 pm

Does anyone know if there is a way to save (and group) parts of OLS output? I have a program that runs ARMA models ranging from ARMA(1,1) to ARMA(5,5) and I want to evaluate the AIC and SIC. Do I have to open each individual regression or is there a way to get Eviews to save just part of the output from each regression in one place?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Saving/Compiling OLS Output

Postby startz » Thu Oct 15, 2009 5:46 pm

This requires a small amount of programming. Essentially, you need to set aside a vector. Then after a regression is run for equation eq you can get the aic with eq.@aic
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