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Saving a Loop Regression

Posted: Tue Nov 10, 2009 12:38 pm
by fcscunha
Hi,
i want to estimate several regression saving them as the follow:

for !k = 1 to 74
for !i = 1 to 11
for !j = 0 to 11
series mat_temp = wt(!k)
series www = @str(!i) + @str(!j) + @str(wt(k!))
equation eqwww.ls h c h(-i!) mat_temp(-!i)
next
next
next

where
wt ia group that contains 74 variables
mat_temp is a temporary serie that contain the serie the k variables (i used it because in the regression that was not inverting)
h is the dependent variable

Howhever there are two errors. Firstly, in the string (in the fifth line), then in the line of the equation. I want to save this all regressions and want to extract the aic, bic and r2.

I'd like to see what variable is being used in the regression. If there is a way to remove the mat_temp, i will be very grateful.

Can you help me?

Re: Saving a Loop Regression

Posted: Tue Nov 17, 2009 9:10 am
by criteg
try this with the command @seriesname

for !k = 1 to 74
for !i = 1 to 11
for !j = 0 to 11
%X= = wt.@seriename(!k)
%www = @str(!i) + @str(!j) + %x
equation eq{%www}.ls h c h(-i!) %x(-!i)
next
next
next

I hope that goes on, you could have some error if the names of the series of wt are to long.
Cristian