Displays a spool object producing a quantile process for each of the conditional error correction and error correction coefficients.
Syntax
eq_name.qrecprocess(options) [arg]
where arg is a optional list containing the quantile values (specified using numbers, scalar objects, or vectors) for which you wish to compute estimates.
• If arg is not specified, EViews will display results for the original equation along with coefficients for equations estimated at a set of equally spaced number of quantiles as specified by the “n=” option. If “n=” is not specified, the default is to display results for the deciles.
• If arg is specified, EViews will display results for the original equation along with coefficients for equations estimated at the specified quantiles.
Options
n=arg (default=10) | Number of quantiles for process estimates. |
quantout=name | Save vector containing test quantile values. |
coefout=name | Saves two matrices differentiated by suffixes "_cec" and "_ec", corresponding to the coefficients associated with the CEC and EC forms, respectively. Each column of the matrix corresponds to a different quantile matching the corresponding quantile in "quantout=". To match the covariance matrix given in "covout=" you should take the @vec of the coefficient matrix. |
covout=name | Saves two symmetric matrices, differentiated by suffixes "_cec" and "_ec", corresponding to the covariance matrices of coefficients associated with the CEC and EC forms, respectively. |
prompt | Force the dialog to appear from within a program. |
p | Print results. |
Examples
ardl_eq.qrecprocess
This generates a quantile process of the CEC and EC coefficients for each quantile running from 0.1 to 0.9.
ardl_eq.qrecprocess(n=4, quantout=_vec_q, coefout=_mat_coefs, covout=_mat_covs)
ardl_eq.qrecprocess(quantout=_vec_q, coefout=_mat_coefs, covout=_mat_covs) 0.25 0.5 0.75
Both commands generate the process for CEC and EC coefficients for each of the quantile values 0.25, 0.5, and 0.75. Additionally, this produces 5 workfile objects, "_vec_q" (a vector), "_mat_coefs_cec" (a matrix), "_mat_coefs_ec" (a matrix), "_mat_covs_cec" (a matrix), and "_mat_covs_ec" (a matrix), corresponding to the three quantile values, coefficient process for each of the CEC and EC forms, covariances process for each of the CEC and EC forms, respectively.
Cross-references