I have run a Markov Switching System with 3 endogenous variables and I get the output like this
Variable Coeff Std Error T-Stat Signif
************************************************************************************
1. BETASYS(1)(1,1) 2.99387272 0.68519822 4.36935 0.00001246
2. BETASYS(1)(2,1) 0.04864453 0.10572376 0.46011 0.64543748
3. BETASYS(1)(3,1) -0.04077958 0.18876271 -0.21604 0.82895951
4. BETASYS(1)(4,1) 0.28811214 0.21856526 1.31820 0.18743761
5. BETASYS(1)(5,1) 8.93126889 3.48817101 2.56044 0.01045383
6. BETASYS(1)(6,1) -3.35691613 4.80338581 -0.69886 0.48463668
7. BETASYS(1)(7,1) 2.09044392 0.68748344 3.04072 0.00236014
8. BETASYS(1)(1,2) 1.32025423 0.33219617 3.97432 0.00007058
9. BETASYS(1)(2,2) -0.06053353 0.05825709 -1.03908 0.29876951
10. BETASYS(1)(3,2) -0.09481760 0.09113513 -1.04041 0.29815100
11. BETASYS(1)(4,2) 0.33466364 0.12654907 2.64454 0.00818029
May I know how could I extract the coeff and write it to excel file?
Thanks!
How to write BETASYS coefficients into excel?
Re: How to write BETASYS coefficients into excel?
There are two ways to do that.
open copy mybetasys.xlsx
write(format=xlsx,unit=copy) betasys
will write just the numbers in two blocks (one for each regime---I assume you truncated the output).
Alternatively, you can reload the REPORT window (Window--Report Windows submenu), select the information that you want and either File-Export or File-Save As... to create a separate file, or copy and paste into the target document.
open copy mybetasys.xlsx
write(format=xlsx,unit=copy) betasys
will write just the numbers in two blocks (one for each regime---I assume you truncated the output).
Alternatively, you can reload the REPORT window (Window--Report Windows submenu), select the information that you want and either File-Export or File-Save As... to create a separate file, or copy and paste into the target document.