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Posted: **Wed May 28, 2014 2:25 am**

Dear all,

I apologize in advance for my basic english AND my poor knowledge of eviews.

I have 388 series, and for each serie i run 6 equations ( AR(1), AR(2), AR(3), AR(4), AR(5), AR(6) ).

Code: Select all

group g *                                                     'put every series in the workfile into a group
g.drop resid


for !i=1 to g.@count                                   'loop through every series in the first group
%name = g.@seriesname(!i)                        'grab the current series name


	for !p = 1 to 6
	if !p = 1 then
	%ar = "ar(1)"
	else
	%ar = %ar + "ar(" + @str(!p) + ")"
	endif

equation eq{!i}_ar{!p}.ls {%name} c {%ar}

I'm looking for a code to store the coefficients (constant and AR coefficients) of each equation i've run. I've tried by using the "colplace" command but i experienced matrix size mismatch problems.

Thanks in advance for your help!

Posted: **Wed May 28, 2014 4:21 am**

You have 388 series and 7 coefficients per equation. Thus you need to make a matrix of size 7x388. Then you should be able to use colplace.

Posted: **Wed May 28, 2014 5:40 am**

Thank you very much Gareth,

unfortunately i still have the same error message "matrix size mismatch in "COLPLACE(coefficients, eq{!i}_ar{!p}.@coefs,!i)".
Is this due to the fact that the number of coefficients change for different equations?
for example, in AR(1) i have the constant and 1 coefficient; in AR(2) i have the constant and 2 coefficients ...

Posted: **Wed May 28, 2014 5:55 am**

Ah, yes, I am an idiot and didn't notice that you were varying the number of coefficients. Yes, that is the error.

Cycle through the coefficients one at a time:

Code: Select all


for !j=1 to !p
mycoefs(!j,!i) = eq.@coef(!j)
next

or something similar.

Posted: **Wed May 28, 2014 6:52 am**

I followed your advice, but unfortunately i get a table with only the 6 coefficients of each AR(6) equation of each serie. What i'm looking for is to have a table (or matrix), with, for each serie (thus, 388 columns), not only the coefficients of the equation AR(6), but also those of an AR(5), AR(4) and so on...

I really appreciate your help Gareth!

Posted: **Wed May 28, 2014 7:02 am**

Ah, ok, you want multiple equations for each variable. Your current code doesn't really do that. Try this:

Code: Select all


create u 100
!n=388
for !i=1 to !n
	series x!i=nrnd
next

!maxar = 6
group g *                                                     'put every series in the workfile into a group
g.drop resid

for !i=1 to !maxar
	matrix(!i+1, !n) coefs_ar!i
next

for !i=1 to g.@count                                   'loop through every series in the first group
	%name = g.@seriesname(!i)                        'grab the current series name

	for !p=1 to !maxar
		equation eq_{%name}_ar!p.ls {%name} c ar(1 to !p)
		colplace(coefs_ar!p, eq_{%name}_ar!p.@coefs, !i)
	next
next

You can remove the first bit, where I'm just generating some random data.

Posted: **Thu May 29, 2014 1:58 am**

Yess!! Thank you so much Gareth! It works perfectly!! :))

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