Shazam Codes help
gary tian
message is not sufficient observation, I know there is some thing wrong with
matrix calculation, could you please give me any clue what is wrong with
these codes.
system 4 /dn SIGMA=SIG_ RESID=E_ PREDICT=YHAT_
?ols a la lb lc ld l2a l2b l2c l2d l3a l3b l3c l3d l4a l4b l4c l4d
?ols b la lb lc ld l2a l2b l2c l2d l3a l3b l3c l3d l4a l4b l4c l4d
?ols c la lb lc ld l2a l2b l2c l2d l3a l3b l3c l3d l4a l4b l4c l4d
?ols d la lb lc ld l2a l2b l2c l2d l3a l3b l3c l3d l4a l4b l4c l4d
*DIAGNOSTIC TESTS
GEN1 R20=$R2
PRINT YHAT_ E_
matrix YHAT2_=YHAT_*YHAT_'
MATRIX E2_=E_*E_'
* E**2 ON YHAT
OLS E2_ YHAT_
GEN1 T1=$N*$R2
Also I would like to know how to run the system with different lags, like
using do #1, 10, but how to define lag variable?
Thanks in advance.
Gary
<Truth_In_M...@utekmef.ia.us> wrote in message
news:MPG.3b94...@MK2.MAUS.SAUERLAND.DE...
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