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