string showing the "Estimation Equation"
Posted: Mon Apr 13, 2015 10:56 am
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
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