ols, t-student and vector-series-coefficient problem

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YTA
Posts: 1
Joined: Mon Oct 11, 2010 2:40 am

ols, t-student and vector-series-coefficient problem

Postby YTA » Mon Oct 11, 2010 5:41 am

hello, :eviews6: I 'm a eviews6 user :
When I run the program below (simple ols regression, rolling period), I generate series of t-student statistics. But I have a message (I can't resolve the problem):
" 4 is not a valid index for vector-series-coefficient in "genr t_c2=@stats(Y)"
I have no problem with genr t_c3 (when I neutralize genr t_c2 with a ' , the program runs and no particular message or error with the other t-stat report, genr t_c3)

X, Y Z are 3 chronological times series.
------
!i=0
smpl @all
genr t_c2=0
genr t_c3=0
for !i=1 to 1200
smpl 1/1/1910+!i 1/1/1910+!i+120
equation eq1.ls log(X)=c(1)+c(2)*Y+c(3)*log(Z)
genr t_c2=@tstats(Y)
genr t_c3=@tstats(log(Z))
!i=!i+1
next
-------

thank you for your help, :wink:

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: ols, t-student and vector-series-coefficient problem

Postby EViews Gareth » Mon Oct 11, 2010 8:13 am

Code: Select all

!i=0 smpl @all genr t_c2=0 genr t_c3=0 for !i=1 to 1200 smpl 1/1/1910+!i 1/1/1910+!i+120 equation eq1.ls log(X)=c(1)+c(2)*Y+c(3)*log(Z) genr t_c2=eq1.@tstats(2) genr t_c3=eq1.@tstats(3) !i=!i+1 next


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