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Posted: **Mon Jul 07, 2014 2:41 am**

Hi everyone!
After running this simple regression, i would like to store the coefficients of those AR that are significant.
Here is the code:

Code: Select all

for !p = 1 to 6
		if !p = 1 then
		%ar = "ar(1)"
		else
		%ar = %ar + "ar(" + @str(!p) + ")"
		endif 
	equation eq{%name}_ar{!p}.ls {%name} c {%ar} 
	next

Basically i would like to have a code "saying": "If AR(6) is significant (prob<0.05) then store its coefficient, ELSE check if AR(5) is significant then store its coefficient, ELSE check if AR(4) and so on..." :)) i hope you understood despite my poor english.

This is not the first time you help me, thank you very much for your support!!

Posted: **Mon Jul 07, 2014 8:17 am**

You'll just have to write a new for loop that loops through the coefficients one at a time, checking the p-value each time.

Posted: **Tue Jul 08, 2014 6:48 am**

Thank you Gareth!
Here is what i did:

Code: Select all

for !p = 1 to 6
      if !p = 1 then
      %ar = "ar(1)"
      else
      %ar = %ar + "ar(" + @str(!p) + ")"
      endif 
   matrix(1+!p, !i) coefs_ar!p
	equation eq_{%name}_ar{!p}.ls {%name} c {%ar} 
	scalar pval= @tdist(eq_{%name}_ar{!p}.@tstat(!p), eq_{%name}_ar{!p}.@regobs - eq_{%name}_ar{!p}.@ncoefs)
		if pval<0.05 then colplace(coefs_ar!p, eq_{%name}_ar{!p}.@coefs, !i)
		endif
   next

The code, however, doesn't store the coefficients i was asking for, because it stores all the coefficients of the regression when there is a pvalue (in that regression) that is significant. However, i would like to have a code that specifically stores the coefficient (starting from the last one, so starting from AR6, then AR5...) when that coefficient is significant.
I hope you understood and i'm very sorry for my english.
Thanks a lot gareth!

Posted: **Tue Jul 08, 2014 8:18 am**

Rather than using colplace on eq.@coefs (which puts all coefficients from the equation), just put in the !pth coefficient. Something like:

Code: Select all


coefs_ar{!p}(1,1) = eq_{%name}_ar{!p}.@coef(!p)

You'll have to play around to insert it somewhere other than (1,1) element, probably.

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