CONSTRAINED_OLS

Syntax

CONSTRAINED_OLS(list)
CONSTRAINED_OLS(list,budget)

Returned object

ConstrainedOLSOperator

Example

r=CONSTRAINED_OLS(LIST(INDPRO,PAYEMS),1)
EXTRACT(r,"r2chart")

Interpretation and limitations

The one-argument form uses a budget of 1. Existing server cache keys and the constrained estimator remain unchanged. Extract r2chart is the key implemented by the operator; its legacy error text contains a different spelling.

Available extracts

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

• actualvsfitted
• betachart
• r2chart
• text

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

Learn more

Detailed guide and examples