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estimating y and x pairs

Posted: Tue Oct 13, 2020 11:59 pm
by Laurel

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'create a workfile wfcreate q 1990 2010 'create 5 y and 5 x series for %y y1 y2 y3 y4 y5 series {%y}=nrnd for %x x1 x2 x3 x4 x5 series {%x}=nrnd 'run pairwise regressions between each series equation eq_{%y}_{%x}.ls {%y} c {%x} next next
Hello! How do I modify the above code so that only the five equation objects with matching y's and x's are created: eq_y1_x1, eq_y2_x2,eq_y3_x3,eq_y4_x4,eq_y5_x5? Thanks!

Re: estimating y and x pairs

Posted: Wed Oct 14, 2020 8:17 am
by EViews Gareth

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'create a workfile wfcreate q 1990 2010 'create 5 y and 5 x series for %y y1 y2 y3 y4 y5 series {%y}=nrnd next for %x x1 x2 x3 x4 x5 series {%x}=nrnd next 'run pairwise regressions between each series for !i = 1 to 5 equation eq_{!i}.ls y{!i} c x{!i} next

Re: estimating y and x pairs

Posted: Wed Oct 14, 2020 8:39 am
by Laurel
Thank you. But what if the series names are xa, xb, xc, xd, xe and ya, yb, yc, yd, ye?

Re: estimating y and x pairs

Posted: Wed Oct 14, 2020 1:15 pm
by EViews Matt
Hello,

You could loop over the common suffix of the x? and y? series, e.g.

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for %s a b c d e equation eq_y{%s}_x{%s}.ls y{%s} c x{%s} next
Similarly named objects let you write terse loops, but can always explicitly list all the names and loop over groups of those elements, e.g.

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for %y %x ya xa yb xb yc xc yd xd ye xe equation eq_{%y}_{%x}.ls {%y} c {%x} next