output 'Prob' in a regression results

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suchen
Posts: 13
Joined: Thu Aug 01, 2013 10:59 am

output 'Prob' in a regression results

Postby suchen » Thu Aug 01, 2013 11:07 am

Hi
I am a new user of Eviews programming

I run a regression model and got the following results:

Variable Coefficient Std. Error t-Statistic Prob.
C 0.000672 0.000807 0.831947 0.4055
FTALLSH 0.678808 0.050166 13.53123 0.0000
IR 0.147604 0.052164 2.829590 0.0047

I am exporting the results of coefficeints, std errors, t-stats, and probs of each variable, using

setcell(results, 4,2, c(2), "r", 5.2) for coefficients
setcell(results, 4,2, @stderrs(2), "r", 5.2) for std errors
setcell(results, 4,2, @tstats(2), "r", 5.2) for t-stats

my question is how to do for prob??

Many thanks in advance

EViews Gareth
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Re: output 'Prob' in a regression results

Postby EViews Gareth » Thu Aug 01, 2013 11:16 am

Which version of EViews?

suchen
Posts: 13
Joined: Thu Aug 01, 2013 10:59 am

Re: output 'Prob' in a regression results

Postby suchen » Thu Aug 01, 2013 11:20 am

Eviews 7

EViews Gareth
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Posts: 13604
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Re: output 'Prob' in a regression results

Postby EViews Gareth » Thu Aug 01, 2013 11:32 am

You'll have to calculate it.

Code: Select all

!pval = @tdist(!tstat, !df)

suchen
Posts: 13
Joined: Thu Aug 01, 2013 10:59 am

Re: output 'Prob' in a regression results

Postby suchen » Thu Aug 01, 2013 11:51 am

You'll have to calculate it.

Code: Select all

!pval = @tdist(!tstat, !df)

thanks for your reply.

But the prob values are already in the last column of the regression results, why cannot export directly as we did for coefficeint, t-stat, and std. error?

using sth to replace @stderrs : setcell(results, 4,2, @stderrs(2), "r", 5.2) for std errors

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
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Re: output 'Prob' in a regression results

Postby EViews Gareth » Thu Aug 01, 2013 11:53 am

Because EViews 7 doesn't have that functionality.

suchen
Posts: 13
Joined: Thu Aug 01, 2013 10:59 am

Re: output 'Prob' in a regression results

Postby suchen » Thu Aug 01, 2013 11:59 am

Because EViews 7 doesn't have that functionality.
thanks for your patience. final question, does any other version have this function?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
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Re: output 'Prob' in a regression results

Postby EViews Gareth » Thu Aug 01, 2013 12:02 pm

Yes, EViews 8.

suchen
Posts: 13
Joined: Thu Aug 01, 2013 10:59 am

Re: output 'Prob' in a regression results

Postby suchen » Thu Aug 01, 2013 12:06 pm

Yes, EViews 8.
Great, could you let me know how to write the syntax, I will update my Eviews later, many thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: output 'Prob' in a regression results

Postby EViews Gareth » Thu Aug 01, 2013 12:08 pm

Code: Select all

equation.@pval(1)

suchen
Posts: 13
Joined: Thu Aug 01, 2013 10:59 am

Re: output 'Prob' in a regression results

Postby suchen » Thu Aug 01, 2013 12:12 pm

Many thanks for your help. will try later.


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