equation estimation

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dburtis
Posts: 8
Joined: Fri Feb 20, 2015 11:32 am

equation estimation

Postby dburtis » Tue Apr 21, 2015 6:29 pm

hello - I have an equation that estimates fine. I want to estimate it over a different time interval. I don't want to hard code it, since actually I have many estimated equations and i want to be able to choose among them. How do I write the code for the reestimation? Details below:

ena62 is an existing equation: dlog(na62,0,4) c log(na62(-4)) dlog(exna46,0,4) d1990q4 dlog(na62(-1),0,4)
no problem estimating it:
Dependent Variable: DLOG(NA62,0,4)
Method: Least Squares
Date: 04/21/15 Time: 21:10
Sample (adjusted): 1968Q2 2015Q1
Included observations: 188 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C 0.008110 0.002611 3.106088 0.0022
LOG(NA62(-4)) -0.001778 0.000806 -2.204551 0.0287
DLOG(EXNA46,0,4) 0.061674 0.015582 3.957983 0.0001
D1990Q4 -0.004008 0.004552 -0.880423 0.3798
DLOG(NA62(-1),0,4) 0.848792 0.033561 25.29066 0.0000


Question: how to re-estimate. I tried
smpl 70 10
string vstr = ena62.@varlist
VSTR successfully computed
equation e62
e62 vstr.@command
Syntax error in "E62 VSTR.@COMMAND" in TT.PRG.

and also I tried

smpl 70 10
string vstr = ena62.@varlist
VSTR successfully computed
ls ena62.@varlist
Alpha series in specification - ENA62.@VARLIST

@EXPAND can convert to catagorical dummies in "LS ENA62.@VARLIST".

please help. thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: equation estimation

Postby EViews Gareth » Tue Apr 21, 2015 6:37 pm

Which version of EViews?

dburtis
Posts: 8
Joined: Fri Feb 20, 2015 11:32 am

Re: equation estimation

Postby dburtis » Wed Apr 22, 2015 6:54 am

i am using Version 8

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: equation estimation

Postby EViews Gareth » Wed Apr 22, 2015 7:48 am

Code: Select all

%cmd = ena64.@command smpl 70 10 equation e62.{%cmd}

dburtis
Posts: 8
Joined: Fri Feb 20, 2015 11:32 am

Re: equation estimation

Postby dburtis » Wed Apr 22, 2015 7:57 am

excellent; thanks very much.


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