Page 1 of 1

Store also t-statistics from regressions

Posted: Thu Feb 09, 2012 6:38 am
by PeterDeJongh
Hi guys,

I'm pretty new to programming, but I've tried the programming manual at this forum.
However, I can now retrieve all coefficients from my regressions, but can I also store the corresponding t-statistics in the same program in the matrix?

This is what I developed this far:

matrix(12,8) coefs

equation eq

for !i=1 to sectors.@count
%iname = sectors.@seriesname(!i)
%controlall = controlall.@members
equation eq_{%iname}.ls(n) {%iname} c {%controlall}
colplace(coefs, eq_{%iname}.@coefs, !i)
next


Can somebody help me with this?

Thanks in advance for your help!

Kind regards,

Peter de Jongh

Re: Store also t-statistics from regressions

Posted: Thu Feb 09, 2012 8:42 am
by EViews Gareth
Rather than using the @coefs data member, use the @tstats data member.

Re: Store also t-statistics from regressions

Posted: Thu Feb 09, 2012 9:23 am
by PeterDeJongh
Ok thanks! Also for your quick response :)