How to save coefficients in a ls regression?

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sakerstallda
Posts: 7
Joined: Thu Aug 27, 2015 5:17 am

How to save coefficients in a ls regression?

Postby sakerstallda » Tue Sep 08, 2015 1:53 am

Hello!
I am running a for-loop that performs a ls regression with two series (for every date). I would like to save the coefficients for the two variables for every regression in a matrix, but do not know how to do that. Are you able to help me? The matrix will have as many rows as the vector dt and 2 columns (one for each variable).

for !date = 1 to @rows(dt)
vspread = @rowextract (spread, !date)
vloptidstat = @rowextract (loptid_sak, !date)
mtos(vspread, vspreadser)
mtos(vloptidstat, vloptidstatser)
equation eq1.ls vspreadser c vloptidstatser
next

Best regards

CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

Re: How to save coefficients in a ls regression?

Postby CharlieEVIEWS » Tue Sep 08, 2015 5:06 am



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