qui cointreg y1 x1 x2 x3 x4, est(fmols) eqtrend(0) eqdet(sdummymac1)
qui est store sfmolsmacs1
qui cointreg y1 x1 x2 x3 x4,, est(fmols) eqtrend(1) eqdet(tdummymac1)
qui est store tfmolsmacs1
estimates table sfmolsmacs1 tfmolsmacs1, b(%6.3f) se(%6.3f) p stats(N r2 r2_a rmse lrse) style(oneline)
Variable | sfmol~1 | tfmol~1 |
------------ | -------- | ------------ |
x1 | 0.008 | -0.014 |
0.006 | 0.005 | |
0.1598 | 0.003 | |
x2 | -0.043 | -0.3 |
0.037 | 0.036 | |
0.2413 | 0 | |
x3 | -0.002 | 0.001 |
0.001 | 0.001 | |
0.004 | 0.076 | |
x4 | -0.009 | -0.009 |
0.003 | 0.002 | |
0.0045 | 0.0001 | |
_cons | 3.843 | |
0.549 | ||
0 | ||
linear | 0.191 | |
0.04 | ||
0 | ||
_cons | 4.585 | |
0.397 | ||
0 | ||
_cons | -0.304 | -0.009 |
0.042 | 0.001 | |
0 | 0 | |
------------ | -------- | ------------ |
N | 107 | 107 |
r2 | 0.197 | 0.414 |
r2_a | 0.158 | 0.378 |
rmse | 0.167 | 0.127 |
lrse | 0.11 | 0.076 |
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