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
Summarise test statistics in new vector
Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13603
- Joined: Tue Sep 16, 2008 5:38 pm
Re: Summarise test statistics in new vector
You should read the Introduction to EViews Programming
-
Skuzzelbutt
- Posts: 2
- Joined: Fri Jan 29, 2010 3:14 am
Re: Summarise test statistics in new vector
Thanks a lot, it's working now!
Who is online
Users browsing this forum: No registered users and 2 guests
