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Posted: **Wed Apr 06, 2016 6:38 am**

I have 204 obs quarterly, i have estimated this moddel m1 inf gdp unmp @quarter=1 @quarter=2 @quarter=3 @quarter=4, now i would like to extract the dummy coefs as continues series like this:
1950q1 coef(5)
1950q2 coef(6)
1950q3 coef(7)
1950q4 coef(8)
1951q1 coef(5)
1952q2 coef(6)
1953q3 coef(7)
1954q4 coef(8)
.........etc
2000q1 coef(5)
2000q2 coef(6)
2000q3 coef(7)
2000q4 coef(8)
i have used this small prg but i can not get a result (to extarct four coefs dummy to the vector and trensforme vector to series scoef)
vector(204) vcoef
equation eq
eq.ls m1 inf gdp unmp @quarter=1 @quarter=2 @quarter=3 @quarter=4
colplace(vcoef, eq.@coefs)
mtos(scoef,vcoef)

any help!

Posted: **Wed Apr 06, 2016 7:23 am**

Code: Select all


for !i=1 to 4
smpl if @quarter=!i
series scoef = eq.@coef(3+!i)
next
smpl @all

Posted: **Wed Apr 06, 2016 9:48 am**

:D thank you very much.

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extract coefs as continues series

extract coefs as continues series

Re: extract coefs as continues series

Re: extract coefs as continues series