Dear Clyde,
Awaiting reply to # 60 post. It would have been very helpful if these modifications are inserted in the given code.
Adding more to it, finally for all new variables, i.e., CV1-CV5 and CV_a and CE1-CE5 and CE_a (total 12 variables series) i want to run regression with only constant and no other independent variable. The t-stats should be calculated after newey and west (1987) adjustment with number of lags = 6
Eventually, I require output as both variable series and the regression results (constant value and its t-stat).
Best Regards.
Awaiting reply to # 60 post. It would have been very helpful if these modifications are inserted in the given code.
Adding more to it, finally for all new variables, i.e., CV1-CV5 and CV_a and CE1-CE5 and CE_a (total 12 variables series) i want to run regression with only constant and no other independent variable. The t-stats should be calculated after newey and west (1987) adjustment with number of lags = 6
Eventually, I require output as both variable series and the regression results (constant value and its t-stat).
Best Regards.
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