BEST_BIC_REGRESSION

Syntax

BEST_BIC_REGRESSION(list,N)

Returned object

RegressionOperator

Example

r=BEST_BIC_REGRESSION(LIST(LOGDIFF(INDPRO),LOGDIFF(PAYEMS),LOGDIFF(CPIAUCSL)),1)
EXTRACT(r,"model")

Interpretation and limitations

Selects from the candidate regressors using the existing getBestVariablesUsingResiduals search path. N must be between 1 and the number of available predictor series. Selection uncertainty is not removed by reporting the final OLS coefficients.

Available extracts

Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.

• residuals
• fitted
• actualvsfitted
• autocorrelation
• model
• slideshow
• beta
• betase
• wald
• wald_cumulative
• wald_text
• wald_cumulative_text
• hac
• mann_kendall

In indexed patterns such as beta:n, replace n with the required index.

Learn more

Detailed guide and examples