how to retrieve the estimated coefficient of each observation for further analysis

[sfan6]

Hello everyone, I build a multivariate regression with time-series format,

I need a1 of each observation for further analysis. 

How to extract the a1 of each observation (not the average value in sample), like residuals?

Thank you so much!

[PaigeMiller]

As I said in your other thread where you asked this question, there is no such thing as an "estimated coefficient of each observation".

Observations don't have coefficients, they have predicted values. Is that what you want? Or do you want the model coefficients (which do not change from observation to observation)?