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Dear all,

I am trying to save the coefficient matrix after an VAR estimation but I could not. Can anyone tell me how to save this.

This is my code which is working but I do not know where to find the coefficient matrix:

for !i = 1 to 1000

var mvar{!i}.ls(noconst) 1 1 a{!i} b{!i} c{!i}

@coefmat

next

Any help would be much appreciated.

Thanks,
Jing

Thank you Gareth,
The code works well.

However, the mycoefs only shows the coefficients in the final VAR estimation since it overwrites the previous estimates.

I am wondering how to save these 9 coefficient individually as a vector.

I am new to programming, your help is very appreciated.

Thanks again,
Jing