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Showing R-squared using esttab with a VAR(1)

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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

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