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display coefficient matrix of VAR

Posted: Thu Jul 23, 2015 1:27 pm
by mochuang_hanken
Target: only display coefficient matrix of VAR estimation without other statistics and save it as a matrix by using Eviews 8

I find a syntax @coefmat
but when I run the code as follow,
var var_market.ls(noconst) 1 5 tbm_market te_market tr_market ein
matrix coef_market=@coefmat(var_market)

Error message says
@coefmat is an illegal or reserved name

Would you please tell me how to correct the error? Thanks

Re: display coefficient matrix of VAR

Posted: Thu Jul 23, 2015 1:39 pm
by EViews Gareth

Code: Select all

matrix coef_market = var_market.@coefmat

Re: display coefficient matrix of VAR

Posted: Fri Jul 24, 2015 11:19 am
by mochuang_hanken
Job done. Thanks!