How to save LM test in a workfile using LOOP
Posted: Sat Apr 19, 2014 5:13 am
Hi
I have estimated regression equations for 652 sample firms by using LOOP and saved in the workfile by following program:
For !i=1 to 652
equation e{!i}.ls(cov=hac) y{!i} c X1 X2
next
Now the next task I want to do is to check each equation for LM test. I run the following program for that:
For !i=1 to 652
equation e{!i}.ls(cov=hac) y{!i} c X1 X2
e{!i}.auto(2)
next
Now this program simultaneously opens 652 windows. This is difficult to manage. How can I save the results of LM test for all equations in the workfile without allowing eviews to open these results in a 652 windows. I dont want to see these windows individually but want to save results in workfile.
plz help
I have estimated regression equations for 652 sample firms by using LOOP and saved in the workfile by following program:
For !i=1 to 652
equation e{!i}.ls(cov=hac) y{!i} c X1 X2
next
Now the next task I want to do is to check each equation for LM test. I run the following program for that:
For !i=1 to 652
equation e{!i}.ls(cov=hac) y{!i} c X1 X2
e{!i}.auto(2)
next
Now this program simultaneously opens 652 windows. This is difficult to manage. How can I save the results of LM test for all equations in the workfile without allowing eviews to open these results in a 652 windows. I dont want to see these windows individually but want to save results in workfile.
plz help