Estimate by ols equations of a model
[model2,ols1,...,olsn]=olsmod(model,tsmat,indeq,arg1,...,argn)
* model = a model tlist
* tsmat = a tsmat containing all data needed for estimating the equation (should be the tsmat associated to the model, created by function create_dbmod)
* indeq =
- a string, the name of the equation to estimate or the keyword 'all' (to estimate all equations)
- or an integer, the index of the equation in the model
* arg1,...,argn = optional arguments:
- 'noprint' if the user does not want to print the result (default: results are displayed on screen)
- the string 'save=%t' if the user wants to save the estimated coefficients in the model tlist
* model2 = the model tlist, with the estimated coefficients if the option save has been swtiched to %t
* ols1,...,olsn = a variable number of olsc results tlists, each one corresponding to the results of the corresponding estimated equation
global GROCERDIR // load the model small load(GROCERDIR+'data\small.dat') // load the database small_db load(GROCERDIR+'data\small.dat') // set the bounds bounds('1980q1','2005q4'); // estimate the equation td_p3m_d1, save the esimated coefficients in the model // tlist small and store into tlist rp3m_d1 the whole estimation results [small,rp3m_d1]=olsmod(small,small_db,'td_p3m_d1','save=%t') | ![]() | ![]() |