function?awout?=?amengual_watson（lsout?est_data?est_par）

%?take?output?from?fac_est_ls?and?compute?number?of?dynamic?factors

%?PRELIMINARIES
fac?=?lsout.fac;?????????????%?extract?estimated?factors
dnobs?=?size（fac1）;?????????%?number?of?observations
nfac_static?=?size（fac2）;???%?number?of?static?factors
%?Sampling?parameters
smpl_par?=?est_par.smpl_par;
nfirst???=?smpl_par.nfirst;
nper?????=?smpl_par.nper;
%?Factor?estimation?parameters
nvar_lag?=?est_par.var_par.nlag;

%?Construct?lags?of?factors?and?residuals?for?est_data
x?=?[ones（dnobs1）?lagmatrix（fac1:nvar_lag）];
est_data_res?=?NaN*zeros（size（est_data））;
trend?=?（1:1:size（est_data1））‘;
for?is?=?1:size（est_data2）;
????tmp?=?[trend?est_data（:is）?x];
????tmp?=?packr（tmp）;
????ii?=?tmp（:1）;
????y?=?tmp（:2）;
????z?=?tmp（:3:end）;
????ndf?=?size（z1）-size（z2）;
????if?ndf?>=?est_par.fac_par.nt_min;???%?Minimum?degrees?of?freedom?for?series
??????b?=?z\y;
??????e?=?y?-?z*b;
??????est_data_res（iiis）?=?e;
????end;
end;

%?Carry?out?calculations?for?number?of?dynamic?factors?
nfq?=?nfirst（2）?+?nvar_lag;
ny?=?floor（nfq/nper）;
nq?=?nfq-nper*ny;
est_par_res?=?est_par;
est_par_res.smpl_par?=?smpl_par;
est_par_res.smpl_par.nfirst?=?nfirst;
est_par_res.smpl_par.nfirst（1）?=?nfirst（1）?+?ny;
est_par_res.smpl_par.nfirst（2）?=?nq;
ssr?=?NaN（nfac_static1）;
r2??=?NaN（size（est_data2）nfac_static）;
aw??=?NaN（nfac_static1）;
for?nfac?=?1:nfac_static;
????est_par_res.fac_par.nfac.unobserved?=?nfac;
????est_par_res.fac_par.nfac.observed?=?0;
????est_par_res.fac_par.nfac.total?=?nfac;
????lsout?=?factor_estimation_ls（est_data_res?est_par_res）;
????aw（nfac）???=?bai_ng（lsout）;
????ssr（nfac）??=?lsout.ssr;
????r2（:nfac）?=?lsout.r2vec;
end


%?Save?output
awout.aw??=?aw;
awout.ssr?=?ssr;
awout.r2??=?r2;

end

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2016-03-13?16:08??ddisk\
?????文件???????10244??2016-03-13?16:09??ddisk\.DS_Store
?????目錄???????????0??2016-03-13?16:09??__MACOSX\
?????目錄???????????0??2016-03-13?16:09??__MACOSX\ddisk\
?????文件?????????120??2016-03-13?16:09??__MACOSX\ddisk\._.DS_Store
?????目錄???????????0??2016-02-29?17:51??ddisk\data\
?????文件?????1213228??2015-12-22?00:31??ddisk\data\hom_fac_1.xlsx
?????目錄???????????0??2016-03-13?16:09??__MACOSX\ddisk\data\
?????文件?????????239??2015-12-22?00:31??__MACOSX\ddisk\data\._hom_fac_1.xlsx
?????文件?????????239??2016-02-29?17:51??__MACOSX\ddisk\._data
?????目錄???????????0??2016-03-13?16:08??ddisk\m_utilities\
?????文件????????6148??2016-02-29?22:41??ddisk\m_utilities\.DS_Store
?????目錄???????????0??2016-03-13?16:09??__MACOSX\ddisk\m_utilities\
?????文件?????????120??2016-02-29?22:41??__MACOSX\ddisk\m_utilities\._.DS_Store
?????文件????????1697??2015-03-12?22:03??ddisk\m_utilities\adjout.m
?????文件?????????239??2015-03-12?22:03??__MACOSX\ddisk\m_utilities\._adjout.m
?????文件?????????477??2015-03-12?21:13??ddisk\m_utilities\bw_trend.m
?????文件?????????239??2015-03-12?21:13??__MACOSX\ddisk\m_utilities\._bw_trend.m
?????文件?????????658??2015-01-17?19:23??ddisk\m_utilities\calendar_make.m
?????文件?????????239??2015-01-17?19:23??__MACOSX\ddisk\m_utilities\._calendar_make.m
?????文件?????????914??2013-07-11?10:46??ddisk\m_utilities\colnumber.m
?????文件?????????239??2013-07-11?10:46??__MACOSX\ddisk\m_utilities\._colnumber.m
?????文件?????????794??2013-07-04?19:20??ddisk\m_utilities\fixed_to_aa.m
?????文件?????????239??2013-07-04?19:20??__MACOSX\ddisk\m_utilities\._fixed_to_aa.m
?????文件?????????219??2016-01-04?00:09??ddisk\m_utilities\gain.m
?????文件?????????239??2016-01-04?00:09??__MACOSX\ddisk\m_utilities\._gain.m
?????文件????????1455??2015-06-17?22:31??ddisk\m_utilities\hac.m
?????文件?????????239??2015-06-17?22:31??__MACOSX\ddisk\m_utilities\._hac.m
?????文件?????????198??2015-05-25?21:30??ddisk\m_utilities\lag.m
?????文件?????????239??2015-05-25?21:30??__MACOSX\ddisk\m_utilities\._lag.m
?????文件????????1444??2016-01-26?19:53??ddisk\m_utilities\mtoq.m
............此處省略129個文件信息