Store also t-statistics from regressions
Posted: Thu Feb 09, 2012 6:38 am
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
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