Re: [Gretl-users] Automating regressions on various variables

Logan, thanks a lot, but e.g. with anscombe.gdt open this code     strings explainedVars = array(1)   explainedVars[1] = "x"     strings explanatoryVars = array(1)   explanatoryVars[1] = "y1(-1)"     ols @explainedVars[1] @explanatoryVars[1] gives me the following message     Unexpected symbol '@'   Where is the problem?   Daniel      ______________________________________________________________ Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users <http://lists.wfu.edu/mailman/listinfo/gretl-users> or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics:   1. Automating regressions on various variables (Daniel Bencik)   2. Re: Automating regressions on various variables (Logan Kelly) ---------------------------------------------------------------------- Message: 1 Date: Fri, 26 Dec 2014 17:34:45 +0100 From: Daniel Bencik <eubie(a)centrum.cz&gt; Subject: [Gretl-users] Automating regressions on various variables To: "gretl-users" <gretl-users(a)lists.wfu.edu&gt; Message-ID: <20141226173445.09ED69DB(a)centrum.cz&gt; Content-Type: text/plain; charset="utf-8" Hello,? ? I have several measures of volatility v1, v2, v3 and their 5-day and 22-day averages (v1_5, v1_22, etc.) loaded into the session. What I would like is to write a loop over the explained and explanatory variables so that I have one code for OLS estimation into which I just feed different data. The pseudocode should look something like this ? strings explainedVars = array(3) explainedVars[1] = "v1" explainedVars[2] = "v2" explainedVars[3] = "v3" ? strings explanatoryVars = array(9) explanatoryVars[1] = "v1(-1)" explanatoryVars[2] = "v1_5(-1)" explanatoryVars[3] = "v1_22(-1)"? ... explanatoryVars[9] = "v3_22(-1)"? ? loop i = 1 to 3 ?loop j = 1 to 9 ? ? ols?explainedVars[i] ?explanatoryVars[j] ?endloop endloop ? The OLS line is the one that is not working for me, I do not know how to tell the estimation command that the string?explainedVars[i] should be taken as a series name. The problem is naturally a simplified version of the real problem. ? Any help is much appreciated,? Daniel ? ? -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20141226/943d850d/... <http://lists.wfu.edu/pipermail/gretl-users/attachments/20141226/943d850d/... ------------------------------ Message: 2 Date: Fri, 26 Dec 2014 16:46:56 +0000 From: Logan Kelly <logan.kelly(a)uwrf.edu&gt; Subject: Re: [Gretl-users] Automating regressions on various variables To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <cqqpy2dn7nsfutsfkvsjmj6d.1419612412068(a)email.android.com&gt; Content-Type: text/plain; charset="utf-8" You nee to use the @ symbols to signify a string substitution. Try ols @explainedVars[i]  @explanatoryVars[j] Logan Sent from my T-Mobile 4G LTE Device -------- Original message -------- From: Daniel Bencik <eubie(a)centrum.cz&gt; Date:12/26/2014 10:37 AM (GMT-06:00) To: gretl-users <gretl-users(a)lists.wfu.edu&gt; Cc: Subject: [Gretl-users] Automating regressions on various variables Hello, I have several measures of volatility v1, v2, v3 and their 5-day and 22-day averages (v1_5, v1_22, etc.) loaded into the session. What I would like is to write a loop over the explained and explanatory variables so that I have one code for OLS estimation into which I just feed different data. The pseudocode should look something like this strings explainedVars = array(3) explainedVars[1] = "v1" explainedVars[2] = "v2" explainedVars[3] = "v3" strings explanatoryVars = array(9) explanatoryVars[1] = "v1(-1)" explanatoryVars[2] = "v1_5(-1)" explanatoryVars[3] = "v1_22(-1)" ... explanatoryVars[9] = "v3_22(-1)" loop i = 1 to 3 loop j = 1 to 9    ols explainedVars[i]  explanatoryVars[j] endloop endloop The OLS line is the one that is not working for me, I do not know how to tell the estimation command that the string explainedVars[i] should be taken as a series name. The problem is naturally a simplified version of the real problem. Any help is much appreciated, Daniel -------------- next part -------------- An HTML attachment was scrubbed... URL: http://lists.wfu.edu/pipermail/gretl-users/attachments/20141226/8bda7d3a/... <http://lists.wfu.edu/pipermail/gretl-users/attachments/20141226/8bda7d3a/... ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users <http://lists.wfu.edu/mailman/listinfo/gretl-users> End of Gretl-users Digest, Vol 95, Issue 17 *******************************************