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st: Re: scalar for arima regression and generating new variables


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: Re: scalar for arima regression and generating new variables
Date   Thu, 30 Oct 2008 23:05:36 +0100

On the first part: There is a more elegant way to do this, but quick and dirty:

***********
webuse wpi1, clear
arima D.wpi, ar(1/2)
mat A=e(b)
di A[1,2]
di A[1,3]
***********

HTH
Martin
_______________________
----- Original Message ----- From: "Christian Vorbeck" <[email protected]>
To: <[email protected]>
Sent: Thursday, October 30, 2008 9:29 PM
Subject: st: scalar for arima regression and generating new variables


Hello,
let me begin by saying i am just learning stata, and that the answer
to this question is likely quite simple but i can't seem to find it. I
am running a series of arima equations and would like to save the
resulting coefficients (for lags 1 and 2). I have used scalar k0 =
_coef[_cons] to save the constant but can't figure out how to save the
lag's. I have tried scalar k1 = _coef [L1], [L1.] and [arL1] but they
don't seem to work.

Secondly, is there a way to create a new variable with one observation
from a couple of other variables? lets say for example i have x1
through x8 with 100 obs each, is there a way to create a variable with
one observation (or even the median) from each ( ie. X is a column
with x1, x2,...,x8). This would really save me a lot of time down the
road so any help would be greatly appreciated. Thanks,

Christian
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