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Posted: **Thu Feb 19, 2015 10:27 am**

Hello good morning,
im having trouble to get a matrix winth all the coefficients of the regression.
my code is:

group xs
group xf

'create series
for %i pib pib1 pib2 pib3 pib4 pib5 desemprego desemprego1 desemprego2 desemprego3 desemprego4   desemprego5 ipca ipca1 ipca2 ipca3 ipca4  ipca5 selic selic1 selic2 selic3 selic4  Selic5  compr compr1 compr2 compr3 compr4  compr5  endiv  endiv1 endiv2 endiv3 endiv4  endiv5  cdi cdi1 cdi2 cdi3 cdi4  cdi5  
   xs.add {%i}
next

for %f overi
  xf.add {%f}
 next

'create vector to store r-squares
vector(42) r2s

'create empty equation to be used inside the loop
equation eq

''counter of how many equations we have run
!rowcounter=1

'create table
matrix(2,10) coeffients

'run pairwise regressions between each series
for !i=1 to xf.@count
   %iname = xf.@seriesname(!i)
   for !j=1 to xs.@count
      %jname = xs.@seriesname(!j)
      equation eq_{%iname}_{%jname}.ls {%iname} c {%jname}
coeffients(!i) = eq_{%iname}_{%jname}.@coef(1)
coeffients(!i) = eq_{%iname}_{%jname}.@coef(2)
   next
next
	
'run pairwise regressions between each series
for !i=1 to xf.@count
   %iname = xf.@seriesname(!i)
   for !j=1 to xs.@count
      %jname = xs.@seriesname(!j)
      eq.ls {%iname} c {%jname}
      r2s(!rowcounter) = eq.@r2
      !rowcounter = !rowcounter+1
   next
next

Posted: **Thu Feb 19, 2015 10:29 am**

You created a matrix with 2 rows and 10 columns. You're then inputting values into the matrix with a line like:

Code: Select all


coeffients(!i) = eq_{%iname}_{%jname}.@coef(1)

You can't do that, since coeffients is a matrix, not a vector. You need to assign it to an (i,j) element, not a (i) element.

Posted: **Thu Feb 19, 2015 11:00 am**

Thz
so im a little lost, i put this.

Code: Select all

coeffients(!j,!i) = eq_{%iname}_{%jname}.@coef(!i)

but its only filling 1 line in the matrix

Posted: **Thu Feb 19, 2015 11:17 am**

You created a matrix with 2 rows and 10 columns. You're then inputting values into the matrix with a line like:
Code: Select all
coeffients(!i) = eq_{%iname}_{%jname}.@coef(1)
You can't do that, since coeffients is a matrix, not a vector. You need to assign it to an (i,j) element, not a (i) element.

i get it

Code: Select all

coeffients(!j,1) = eq_{%iname}_{%jname}.@coef(1)
coeffients(!j,2) = eq_{%iname}_{%jname}.@coef(2)

thz

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