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string showing the "Estimation Equation"

Posted: Mon Apr 13, 2015 10:56 am
by tvonbrasch
Hi

Is there a command I can use to get a string showing the "Estimation Equation" (i.e., the equation estimated with coefficients c(1), c(2), etc)?

In the attached workfile the equation object holds an equation estimated with least squares with breaks. Neither the command @varlist nor @spec gives the estimation equation, which i can see from View-Representations:

Estimation Equation:
=========================
DLOG(K6025/K4025) = @BEFORE("2004Q4")*(C(1) + C(2)*(LOG(K6025(-1)/K4025(-1))-LOG(PBK60(-1)/PBK40(-1))) + C(3)*DLOG(PBK40(-2)) + C(4)*DLOG(PBK40(-1))) + @AFTER("2004Q4")*(C(5) + C(6)*(LOG(K6025(-1)/K4025(-1))-LOG(PBK60(-1)/PBK40(-1))) + C(7)*DLOG(PBK40(-2)) + C(8)*DLOG(PBK40(-1)))

Thomas

Re: string showing the "Estimation Equation"

Posted: Mon Apr 13, 2015 11:13 am
by EViews Gareth
I don't believe that is accessible, other than by freezing the representations view.

Re: string showing the "Estimation Equation"

Posted: Mon Apr 13, 2015 11:15 am
by tvonbrasch
this works,

freeze(auxtest) adl604025.representations
%s=auxtest.@line(7)

but is the "Estimation Equation" always on line 7 for all different possible estimation techniques ?
Thomas

Re: string showing the "Estimation Equation"

Posted: Mon Apr 13, 2015 11:19 am
by EViews Gareth
My gut says no.

I'll see if we can add it as a data member for an upcoming patch.

Re: string showing the "Estimation Equation"

Posted: Mon Apr 13, 2015 11:22 am
by tvonbrasch
excellent, thanks :-)
Thomas

Re: string showing the "Estimation Equation"

Posted: Tue Apr 14, 2015 10:44 pm
by tvonbrasch
Hi

In the new Eviews version build april 14 it states on the info page that you have "Added an @eqest data member to equations that returns the string representation of the equation's estimates.". But how do you fetch this string?

the command show adl104045.@eqest does not work...?

Thanks for making this command available
Thomas

Re: string showing the "Estimation Equation"

Posted: Wed Apr 15, 2015 7:12 am
by EViews Glenn

Code: Select all

%s = eq1.@eqest

Re: string showing the "Estimation Equation"

Posted: Wed Apr 15, 2015 7:23 am
by EViews Gareth
Actually, I made a mistake in the documentation. It is @esteq not @eqest

Re: string showing the "Estimation Equation"

Posted: Wed Apr 15, 2015 11:35 am
by tvonbrasch
perfect, thanks again
t