Hey folks,
I can't seem to have the R-squared appear for the respective equations in a VAR(1) estimation using eststo/esttab. When I run the code in the stata window, I get:
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
y 3 .76862 0.7446 521.8557 0.0000
inflation 3 1.17339 0.7884 667.0201 0.0000
--------------------------------------------------------------------------------------------------------------------------------
along with, of course, my parameter estimations and a bunch of other jazz. I would just like the R-sq to get spit out with any AR(1) or VAR(1) estimations I do.
I currently have this code, which puts (R^2) at the bottom, but with missing values:
eststo: quietly arima y if date>=tq(1982q1), arima(1,0,0)
esttab using ar1.tex, se r2 style(tex) title(AR(1) Results, Inflation and Output Gap) label r
estimates clear
Any suggestions are very appreciated!
Thanks,
John
I can't seem to have the R-squared appear for the respective equations in a VAR(1) estimation using eststo/esttab. When I run the code in the stata window, I get:
Equation Parms RMSE R-sq chi2 P>chi2
----------------------------------------------------------------
y 3 .76862 0.7446 521.8557 0.0000
inflation 3 1.17339 0.7884 667.0201 0.0000
--------------------------------------------------------------------------------------------------------------------------------
along with, of course, my parameter estimations and a bunch of other jazz. I would just like the R-sq to get spit out with any AR(1) or VAR(1) estimations I do.
I currently have this code, which puts (R^2) at the bottom, but with missing values:
eststo: quietly arima y if date>=tq(1982q1), arima(1,0,0)
esttab using ar1.tex, se r2 style(tex) title(AR(1) Results, Inflation and Output Gap) label r
estimates clear
Any suggestions are very appreciated!
Thanks,
John