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How to create a matrix out of various test results?

Posted: Sat Feb 06, 2016 6:17 pm
by komeil424
Hi,
I need to extract two elements from ARCH-LM test results and store them in a matrix. What I did so far is I could just manage to extract the F-stat and F-prob values from the tables of test results, but I could not merge the results and store them into a single matrix. It extracts the values and stores them into different matrices:

Code: Select all

smpl @all for %k series01 series02 series03 equation eq1.ls {%k} c eq1.archtest freeze(ARCH_LM_{%k}) eq1.archtest matrix(3,2) ArchLM_{%k} !rowcounter=1 ArchLM_{%k}(!rowcounter,1) = @val(ARCH_LM_{%k}(3,2)) ArchLM_{%k}(!rowcounter,2) = @val(ARCH_LM_{%k}(3,5)) !rowcounter=!rowcounter+1 next
Could anyone please help me on this issue?
Many thanks in advance ....

Re: How to create a matrix out of various test results?

Posted: Sat Feb 06, 2016 6:57 pm
by EViews Gareth
I'm not sure I understand. You appear to be deliberately storing the results into different matrices, rather than storing them into the same one.

Re: How to create a matrix out of various test results?

Posted: Sun Feb 07, 2016 8:58 am
by komeil424
I want to store the test results separately and also I need to store the F-stat and F-prob values of all tests in one matrix.

Re: How to create a matrix out of various test results?

Posted: Sun Feb 07, 2016 9:28 am
by EViews Gareth
Use the matplace function