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Regression Output

Posted: Wed Mar 24, 2010 3:07 pm
by eluerken
I have several equations, and I would like to create a loop that will output the regressor group, as well as the coefficients associated with each. It's easy to output the regressor group, and I created a matrix that put the unique coefficients above each regressor, but I have a few things I haven't been able to figure out:

1) I would like to have an output with:
Regressor Name_1 Regressor Name_2 .... Regressor Name_k
Coef_1 Coef_2 .... Coef_k
Value_1,1 Value 1,2 .... Value 1,k
.....
But I can't figure out how to do that

2) I have some variables in a PDL, and I would love to automate a function that could include the variables with the regressor group, as well as the number of lags, though I know that this is pretty ambitious.

Any help would be much appreciated.

Re: Regression Output

Posted: Wed Mar 24, 2010 3:10 pm
by EViews Gareth
An obvious starting point would be to look at this code:
http://forums.eviews.com/viewtopic.php?f=15&t=1631

Re: Regression Output

Posted: Wed Mar 24, 2010 3:12 pm
by EViews Gareth
You could also take a look at this one (attached)

Re: Regression Output

Posted: Wed Mar 24, 2010 3:20 pm
by eluerken
Great! Thanks! I'll check them out!

Re: Regression Output

Posted: Sun May 02, 2010 8:31 am
by Riaz
Hi QMS Gareth

(EViews 7.1)

I wonder whether you have a progam (just like the multi-equation-grid.prg) which outputs the standard diagnostic tests:
(1) Functional Form
(2) Autocorrelation
(3) Heteroscedasticity
(4) Normality

for a set of quations run in a workfile that containts more than 50 or so variables.

Many thanks, Riaz

Re: Regression Output

Posted: Sun May 02, 2010 3:08 pm
by EViews Gareth
No I do not.