storing output from wald test

[Jens Larsen]

Hi - I am doing some rolling (NOT recursive) regressions, using a loop procedure. I am storing the parameter estimates in a matrix. So far so good.

But I also want to run a wald test on some of the parameters. Easy enough to do the wald test but how do I store the output? What I want to have is a matrix with the test stats, but I cannot work out how to access the data, cos the wald test procedure doesn't seem to create an object

Can you help?

Jens

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=5&t=18&p=18