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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