creation of two tlists for subsequent regressions
[lrmod,indcte]=def_results(y,namey,nobs,prests, prescte,indcte,boundsvarb,m2prt_test)
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
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)
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)) | ![]() | ![]() |