Summarise test statistics in new vector

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Skuzzelbutt
Posts: 2
Joined: Fri Jan 29, 2010 3:14 am

Summarise test statistics in new vector

Postby Skuzzelbutt » Sun Jan 31, 2010 9:04 am

Hi. I got a problem and hope someone can help me.

I have 137 different equations (market model) and want to test heteroskedasticity by the white test. The output are 137 different windows with 137 different test statistics. I am interested in the "obs*R-squared" statistic. Is it possible to select only these numbers and write them into a new vector, so that I have one single list of 137 White test statistics? If yes, can someone please give me an idea of the code, how it is supposed to look like.

best

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Summarise test statistics in new vector

Postby EViews Gareth » Sun Jan 31, 2010 10:26 am


Skuzzelbutt
Posts: 2
Joined: Fri Jan 29, 2010 3:14 am

Re: Summarise test statistics in new vector

Postby Skuzzelbutt » Mon Feb 01, 2010 2:51 am

Thanks a lot, it's working now!


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