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2006 May 26
1
how to pick a value from AR equation
i need to compute several (hundreds) of regression AR and PP.test for untary roots. is there an easy way to pick the values of interest from the output of these operations? i would like to fill a matrix (in a for cycle) with all the values of coefficients, standard deviations, PP statistics and the relevant critical value for the series i have. thanks in advance L --...