Forwarded on behalf of Sebastien Rodrigue-Prive:
Here it's my programation with Gretl :
open mensuelmemoire-sanslesnulles-160310
# create big list of variables
list biglist = I*EX I*IM
# create a list of regresor
list reg1list = TREND PRE911 POST911 TX_CHG Jan Fev Mar Avr Mai Juin Juil
Aou Sep Oct Nov Dec DICHO_OCT
# full results matrix, start empty
matrix Res = {}
loop foreach i biglist
# create multiplicator
# diminuer leS VARIABLES ( / 1 000 000)
PIB_IND_C_ = PIB_IND_C / 1000000
PIBN_US_ = PIBN_US / 1000000
series $i_def = $i / (PIB_IND_C_ * PIBN_US_) / DEF_US
# run the regression
ols $i_def 0 reg1list
# grab the coefficient and stan-error
matrix res = $coeff' | $stderr'
# and add to the big results matrix
Res = Res | res
endloop
# open a fil to write down the results
outfile "results par un million 100504-1.txt" --write
printf "%#12.6g", Res
outfile --close
Everythings worked very well.
The problem it's when I want to get in my res matrix the value of my
coefficient and my the value of my critical-p... doesn't work.
I tried $pvalue, doesn't work. I really need to get out the critical-p
for my presentation.
The point it's to change the $stderr' for the acessor that gonna gives me
my critical-p. I tried...
I could printed out the R-squared, adjusted R-squared, could build
square-root testing, but one of the easiest things to do, doesn't work.
Thank you very mych
S�bastien Rodrigue-Priv�
UQ�M
