Several Tests

[Amorimneto]

Hello Guys, im trying to chose the model that best fit to my data, and im doing all possible regression and keeping all the vallues that mean to me, but miss some tests and im want to know how i can do this in the same program:
[*] scalled coefficients[*]
[*] variance inflation factor[*]
[*]correlogram q-stats[*]
[*]white heteroskedasticity[*]

its possible to get vallues from this tests?
in this momment im doing this (exemple for only 1 beta, but im also doing for more betas)

Code: Select all

'create empty equation to be used inside the loop equation eq 'create vector to store regressors name svector(115) specs1 matrix(115,7) grupo1 !rowcounter=1 for !f=1 to xf.@count %fname = xf.@seriesname(!f) for !i=1 to xs.@count %iname = xs.@seriesname(!i) eq.ls {%fname} c {%iname} specs1(!rowcounter) = eq.@spec !rowcounter = !rowcounter+1 freeze(eqtable) eq grupo1(!rowcounter-1,1) = @val(eqtable(9,2)) grupo1(!rowcounter-1,2) = @val(eqtable(10,2)) grupo1(!rowcounter-1,3) = @val(eqtable(9,5)) grupo1(!rowcounter-1,4) = @val(eqtable(10,5)) grupo1(!rowcounter-1,5) = @val(eqtable(12,2)) grupo1(!rowcounter-1,6) = @val(eqtable(13,2)) grupo1(!rowcounter-1,7) = @val(eqtable(17,5)) delete eqtable next next

[EViews Gareth]

If you look at the Equation section of Chapter 1 of the Object Reference PDF (available from the Help menu), you can see the code to produce each of the views/tests available to equations.

Alternatively, if you have EViews 9, you can use the Command Capture window to find the same information.