result vector object to timeseries
[tsout]=res2ts(res,nameobject)
* res = a results tlist
* nameobject = the name of a tlist field that can be transformed into ts ('y','resid' or 'yhat')
* tsout = the corresponding timeseries
load(GROCERDIR+'/macros/grocer/db/bdhenderic.dat') ;bounds('1964q3','1989q2'); rols=ols('delts(lm1-lp)','delts(lp)','delts(lagts(1,lm1-lp-ly))','rnet','lagts(1,lm1-lp-ly)','cte') ; he_yhat=res2ts(rols,'yhat'); // yhat from Hendry and Ericsson's estimate is transformed into the corresponding ts rols_resid=res2ts(rols,'resid') // Example taken from function cadf | ![]() | ![]() |