. reg uhat L.uhat,noconst
Source | SS df MS Number of obs = 130
-------------+------------------------------ F( 1, 129) = 10.20
Model | 3.24310497 1 3.24310497 Prob > F = 0.0018
Residual | 41.0035894 129 .317857282 R-squared = 0.0733
-------------+------------------------------ Adj R-squared = 0.0661
Total | 44.2466943 130 .340359187 Root MSE = .56379
------------------------------------------------------------------------------
uhat | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
uhat |
L1. | .2707524 .0847633 3.19 0.002 .1030461 .4384587
------------------------------------------------------------------------------
由于后续的调用问题,现在需要generate一个新的变量来存储.2707524这个数字。我下载了bcoeff包,但是没有成功:
. bcoeff uhat L.uhat, generate(rohat)
factor variables and time-series operators not allowed
r(101);
谢谢高人解答!