Write selected GROCER 'cadf' output to CSV file
lw87634
mikecaple at uk2.net
Thu Apr 5 12:43:16 CEST 2012
Hi,
I am new to Scilab so apologies if this is a silly question. I am trying to
write selected output from the GROCER cadf function to a csv file that can
then be used to analyse the output from multiple comparisons. I know I can
use the diary function to store the output that's sent to the console but
this will generate a large file for me so if there's any way to write
directly to CSV this would be a lot cleaner.
Please see example below showing what I'd like to achieve.
Command I am running:
res=cadf(0, 1, (HSBA(:, 5)),(BARC(:, 5)));
(I would in fact execute the above command for multiple pairs of historical
shareprices)
Edited console output:
R2 = 0.8274205 adjusted R2 =0.8271161
....
conclusion: the null hypothesis of no cointegration is accepted at a 1%
level, but rejected at a 5% level
What I would like to achieve is a file containting selected components of
the above output so that I can see the results from many comparisons in a
single file (e.g. coint_results.csv):
Ticker1 Ticker2 Adj R2 Co-int5%
HSBA BARC 0.827 True (or 1)
Thanks in advance for any advice.
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