I am trying to make a plot which supports a choice of a certain number of lags (which I call here set_of_lags or sol). I did it in a spreadsheet, and got a nice curve, so now I want to do it properly. I ran a number of quiet regressions on each set_of_lags, adding lags, and did the estimates store sol1 after each one. I can see the r2_a in a table when I do the estimates table sol1 sol2 ...sol,stats(r2_a)
Is there a way to plot each r2_a against its sol?
Please ignore the fact that this may not be the best way to choose a lag structure. I'm more interested in learning to get and manipulate output other than coefficients.
Is there a way to plot each r2_a against its sol?
Please ignore the fact that this may not be the best way to choose a lag structure. I'm more interested in learning to get and manipulate output other than coefficients.