Regression Output

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eluerken
Posts: 2
Joined: Wed Mar 24, 2010 1:34 pm

Regression Output

Postby eluerken » Wed Mar 24, 2010 3:07 pm

I have several equations, and I would like to create a loop that will output the regressor group, as well as the coefficients associated with each. It's easy to output the regressor group, and I created a matrix that put the unique coefficients above each regressor, but I have a few things I haven't been able to figure out:

1) I would like to have an output with:
Regressor Name_1 Regressor Name_2 .... Regressor Name_k
Coef_1 Coef_2 .... Coef_k
Value_1,1 Value 1,2 .... Value 1,k
.....
But I can't figure out how to do that

2) I have some variables in a PDL, and I would love to automate a function that could include the variables with the regressor group, as well as the number of lags, though I know that this is pretty ambitious.

Any help would be much appreciated.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: Regression Output

Postby EViews Gareth » Wed Mar 24, 2010 3:10 pm

An obvious starting point would be to look at this code:
http://forums.eviews.com/viewtopic.php?f=15&t=1631

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: Regression Output

Postby EViews Gareth » Wed Mar 24, 2010 3:12 pm

You could also take a look at this one (attached)
Attachments
multi equation grid.prg
(9.59 KiB) Downloaded 523 times

eluerken
Posts: 2
Joined: Wed Mar 24, 2010 1:34 pm

Re: Regression Output

Postby eluerken » Wed Mar 24, 2010 3:20 pm

Great! Thanks! I'll check them out!

Riaz
Posts: 33
Joined: Wed Jul 01, 2009 1:46 am
Location: Western Australia

Re: Regression Output

Postby Riaz » Sun May 02, 2010 8:31 am

Hi QMS Gareth

(EViews 7.1)

I wonder whether you have a progam (just like the multi-equation-grid.prg) which outputs the standard diagnostic tests:
(1) Functional Form
(2) Autocorrelation
(3) Heteroscedasticity
(4) Normality

for a set of quations run in a workfile that containts more than 50 or so variables.

Many thanks, Riaz

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: Regression Output

Postby EViews Gareth » Sun May 02, 2010 3:08 pm

No I do not.


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