Programming Loop
Posted: Thu May 21, 2015 9:46 am
I'm relatively new to programming in E-Views and would like to create a program that regresses every variable on 2 variables, excluding itself, plus an AR(1) term. I have over 20 variables so I don't want to write out all possible combinations by hand. It should look something like this:
Example Variables:
FN3
FN35
FN4
FN45
Example Regressions:
FN3 = C+ FN35 + FN4 +AR(1)
FN3 = C+ FN35 + FN45 +AR(1)
FN3 = C + FN4 + FN4 + AR(1)
FN35 = C + FN3 + FN4 + AR(1)
FN35 = C + FN3 + FN45 + AR(1)
FN35 = C + FN4 + FN45 + AR(1)
etc etc...
Example Variables:
FN3
FN35
FN4
FN45
Example Regressions:
FN3 = C+ FN35 + FN4 +AR(1)
FN3 = C+ FN35 + FN45 +AR(1)
FN3 = C + FN4 + FN4 + AR(1)
FN35 = C + FN3 + FN4 + AR(1)
FN35 = C + FN3 + FN45 + AR(1)
FN35 = C + FN4 + FN45 + AR(1)
etc etc...