IRIS Toolbox Reference Manual

regress

Centred population regression for selected model variables

Syntax

[B,CovRes,R2] = regress(M,Lhs,Rhs,...)

Input arguments

Output arguments

Options

Description

Population regressions calculated by this function are always centred. This means the regressions are always calculated as if estimated on observations with their uncondional means (the steady-state levels) removed from them.

The Lhs and Rhs variables that are log variables must include log( ) explicitly in their names. For instance, if X is declared to be a log variable, then you must refer to log(X) or log(X{-1}).

Example

[B,C] = regress('log(R)',{'log(R{-1})','log(dP)'});