Save the Chi-square value of a Wald test

[wxhdiy01]

Hi! I was estimating multiple equations and perform Wald tests on them. There are 40 equations in total, thus 40 Chi-square values. Is there a way to automatically store these values, preferably into one table? I've searched the help documents for Wald test, but didn't find anything related to how to retrieve the Chi-square value. I think I need something before the last 2 "next" in my code...

Thanks!

Code: Select all

for %y y1 y2 y3 y4 y5 y6 y7 y8 for !n=1 to 5 %reg="" %thresh="t1 t2 t3 t4 t5" for !power=0 to 3 equation lt_!n_{%y} for !lnlag=1 to 7 %new=@word(%thresh,!n) %reg=%reg+%y+"("+@str(-!lnlag)+")"+"*"+%new+"^"+@str(!power)+" " next next lt_!n_{%y}.ls {%y} c {%reg} 'Wald test %wald="" for !m=9 to 29 %wald=%wald+"c("+@str(!m)+")=" next lt_!n_{%y}.wald {%wald}0 next next

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=5&t=18

[wxhdiy01]

Great, that's exactly what I want. Thanks!