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st: How to get coefficient and R square from time series regression


From   Xixi Lin <[email protected]>
To   statalist <[email protected]>
Subject   st: How to get coefficient and R square from time series regression
Date   Fri, 20 Sep 2013 14:59:07 -0400

Hi,

The following is the code I am using to generate coefficient and R
square, but it gives errors as:invalid numlist has too many elements

gen EQ1= .
gen EQ2= .
tsset Period
foreach z of numlist 1/1894{
capture reg NIBE_RS NIBE_RSL if ID==`z'
replace EQ1=_b[NIBE_RSL] if ID==`z'
replace EQ2=e(r2) if ID==`z'
}

Does anyone knows how to fix it? Thanks.

Best,
Xixi Lin
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