Is there any way to compute CROSS efficiently?
Posted: Wed Jun 04, 2014 7:06 pm
Hi everyone!
Now I have 500 some independ variables marked as: x1, x2, x3, ....
and one depend variable y.
I wanna know the lag and lead of each x correspond to y.
Since the number of varibles is too many, so I go for a programme like this:
the "indepvarlist" is a series alpha which stores the var list, x1, x2, ..., x500
now I have three problems:
1. since there only 100 samples for each x, when I create a series alpha in workfile, the object can only store 100 x, not 500 x. so part of variables can not be included.
2. I try to create the series alpha in a new workfile. Ok, 500 x can be stored, but the program can not run, since it can not find the var "indepvarlist".
3. Is there better way to do this job? I do not want to invent the wheel again and again and again.
Thanks! best regards! :D
Colin.Fu
Now I have 500 some independ variables marked as: x1, x2, x3, ....
and one depend variable y.
I wanna know the lag and lead of each x correspond to y.
Since the number of varibles is too many, so I go for a programme like this:
Code: Select all
For !intI = 1 To 500
%varName = indepvarlist(!intI)
group mySubGroup y {%varName}
freeze(cross_{%varName}) mySubGroup.cross(12)
Next
now I have three problems:
1. since there only 100 samples for each x, when I create a series alpha in workfile, the object can only store 100 x, not 500 x. so part of variables can not be included.
2. I try to create the series alpha in a new workfile. Ok, 500 x can be stored, but the program can not run, since it can not find the var "indepvarlist".
3. Is there better way to do this job? I do not want to invent the wheel again and again and again.
Thanks! best regards! :D
Colin.Fu