Name

def_results — creation of two tlists for subsequent regressions

CALLING SEQUENCE

[lrmod,indcte]=def_results(y,namey,nobs,prests, prescte,indcte,boundsvarb,m2prt_test)

PARAMETERS

Input

• y = y data vector

• namey = name of the y variable

• nobs = # of observations

• prests = boolean indicating the presence or absence of a time series in the regression

• prescte = boolean indicating the presence or absence of a constant in the regression

• indcte = index of the constant in the regression+1 (= nvar+1 if there is none)

• boundsvarb = if there is a timeseries in the regression, the bounds of the regression

• dropna = a boolean indicating whether periods with NA values have been removed

• nonna =the indexes of non na period

Output

• lmod = a list of 2 tlists

• indcte = the index of the constant variable in the x matrix (nvar+1 if there is no constant variable)

DESCRIPTION

Creates a list of 2 results tlist, each tlist having the formal name of their elements defined and the invariable elements defined (y,namey,…) ; the second list has the names 'rsqr', 'rbar', 'f' and 'fvalue' that the first one doesn't have. Useful when you have to perform numerous regressions with the same variables.

EXAMPLE


load(GROCERDIR+'/data/bdhenderic.dat') ;
bounds('1964q3','1989q2')
[y,namey,x,namex,prests,b]=explouniv('lm1',['ly','lp','rnet','const'])
   name_test=['test' ;...
        'Chow pred. fail. (50%)';...
        'Chow pred. fail. (90%)' ; ...
        'Doornik & Hansen' ;'AR(1-4)' ; 'hetero x_squared']
[lrmod]=def_results(y,namey,size(y,1),prests,%t,4,b,name_test,%f,1:size(y,1))

               

AUTHOR

Eric Dubois 2002