Consolidate regression result in one worksheet
Posted: Fri Nov 12, 2010 6:14 am
Hi everyone,
I have 400+ time series in one workfile. I would like to regress each of the series against two independent variables. The equation is of the simple form Y = c(1) + c(2)X1 + c(3)X2. I require the coefficient estimates for all time series. I would like to have the results in tabular form with the series names as column headings and the coefficient estimates underneath. I understand that I need to loop through all series and transfer the results onto a single worksheet. However, I need some support with regards to the coding. Can anyone help please?
I have 400+ time series in one workfile. I would like to regress each of the series against two independent variables. The equation is of the simple form Y = c(1) + c(2)X1 + c(3)X2. I require the coefficient estimates for all time series. I would like to have the results in tabular form with the series names as column headings and the coefficient estimates underneath. I understand that I need to loop through all series and transfer the results onto a single worksheet. However, I need some support with regards to the coding. Can anyone help please?