trendtst.m (779B)
1 % TrendTST.m Estimates linear trends with Newey-West errors 2 3 function []=trendtst(y,cty); 4 5 [T N] = size(y); 6 btime=zeros(N,1); 7 ttime=zeros(N,1); 8 tnw =zeros(N,1); 9 10 for i=1:N; 11 yy=packr(y(:,i)); 12 if yy==[]; 13 btime(i)=NaN; 14 ttime(i)=NaN; 15 tnw(i)=NaN; 16 else; 17 years=(1:length(yy))'; 18 x=[ones(size(years)) years]; 19 [bb, tt, sig] = lstiny(yy,x); 20 btime(i) = bb(2); 21 ttime(i) = tt(2); 22 [bb, tt, sig] = lsnw(yy,[ones(length(yy),1) years]); 23 tnw(i)=tt(2); 24 end; 25 end 26 disp ' '; 27 disp '-----------------------------------------------------------------------'; 28 disp 'Time Trends'; 29 disp ' '; 30 disp 'Country Beta T-Stat NWT-Stat'; 31 cshow(cty,[btime ttime tnw]); 32 disp '-----------------------------------------------------------------------'; 33 disp ' ';