Run 1432 regressions
Posted: Wed May 31, 2017 12:28 pm
Hi,
I have 1432 time series (y) which I would like to regress to 5 factors (x). The max number of observations per series is 205. I would like to know how I can do this in a loop and then dump all the results into a table which I can then use to some analysis. I have uploaded my data in Eviews student version 9 and because my data set is too large I cannot save this and create groups. Would you be able to give me some tips on how to write this command ?
I have 1432 time series (y) which I would like to regress to 5 factors (x). The max number of observations per series is 205. I would like to know how I can do this in a loop and then dump all the results into a table which I can then use to some analysis. I have uploaded my data in Eviews student version 9 and because my data set is too large I cannot save this and create groups. Would you be able to give me some tips on how to write this command ?