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saving coefficient of VEC

Posted: Thu Jul 29, 2010 11:19 pm
by FriedrM9
Hi to everyone,

I'm searching for a solution of this problem. I want to estimate the following VECM

var macro1.ec 1 1 ln_arg_chem ln_arg_ind

up to here is everything okay, but now I want to transform the estimated coefficients into a Excel (.xls) file.
Maybe it's good to sort the coefficients in a table, like row "B" for the Alpha values - row "C" for the Cointegration ralation ...

Is there a possibility to solve this problem?

Regards,
Martin

Re: saving coefficient of VEC

Posted: Fri Jul 30, 2010 12:36 am
by FriedrM9
okay,

with:
scalar Beta1=macro1.b(1,1)
scalar Beta2=macro1.b(1,2)
scalar Beta3=macro1.b(1,3)
scalar Alpha1=macro1.a(1,1)
scalar Alpha2=macro1.a(2,1)

I get the beta and the alpha coefficients, but I also need the coeffients from the VAR term.

Regards,
Martin

Re: saving coefficient of VEC

Posted: Fri Jul 30, 2010 7:15 am
by EViews Gareth
Look up the VAR data members entry in the object reference.