R-squared in my results
Posted: Tue Mar 11, 2014 9:18 am
Dear all,
I'm using the following in an Eviews Program:
matrix(3460, 4) results
for !i = 1 to 3460
c(1)=0.1
c(2)=0.00001
c(3)=0.1
c(4)=1.9
equation test.LS(n) RST_DIVC!i*XT_DIVC!i = c(1)+ ((1+EXP(-@abs(C(2))*((c(3)-c(4))*XT_DIVC!i(-3)*(XT_DIVC!i(-1)-(RST_DIVC!i*XT_DIVC!i(-2))))))^-1)*C(3)*XT_DIVC!i(-1)+(1-((1+EXP(-@abs(C(2))*((c(3)-c(4))*XT_DIVC!i(-3)*(XT_DIVC!i(-1)-(RST_DIVC!i*XT_DIVC!i(-2))))))^-1))*C(4)*XT_DIVC!i(-1)
for !j=1 to 4
results(!i, !j) = c(!j)
next
next
But now I not only want to get the coefficients in my results, but also the R-sqaured of each equation (I have 3460 different equations). Does anybody know what I should do? I think I have to use the "@r2", but I don't know how. I tried some things, but they all didn't work.
Thanks in advance!
I'm using the following in an Eviews Program:
matrix(3460, 4) results
for !i = 1 to 3460
c(1)=0.1
c(2)=0.00001
c(3)=0.1
c(4)=1.9
equation test.LS(n) RST_DIVC!i*XT_DIVC!i = c(1)+ ((1+EXP(-@abs(C(2))*((c(3)-c(4))*XT_DIVC!i(-3)*(XT_DIVC!i(-1)-(RST_DIVC!i*XT_DIVC!i(-2))))))^-1)*C(3)*XT_DIVC!i(-1)+(1-((1+EXP(-@abs(C(2))*((c(3)-c(4))*XT_DIVC!i(-3)*(XT_DIVC!i(-1)-(RST_DIVC!i*XT_DIVC!i(-2))))))^-1))*C(4)*XT_DIVC!i(-1)
for !j=1 to 4
results(!i, !j) = c(!j)
next
next
But now I not only want to get the coefficients in my results, but also the R-sqaured of each equation (I have 3460 different equations). Does anybody know what I should do? I think I have to use the "@r2", but I don't know how. I tried some things, but they all didn't work.
Thanks in advance!