Search found 6 matches
- Wed Aug 10, 2016 11:28 am
- Forum: Data Manipulation
- Topic: Grouping vectors
- Replies: 12
- Views: 11115
Re: Grouping vectors
In the context of a rolling regression the series is only going to be as long as the regression window so I think I need to grab the last observation and append those to a series.
- Wed Aug 10, 2016 10:25 am
- Forum: Data Manipulation
- Topic: Grouping vectors
- Replies: 12
- Views: 11115
Re: Grouping vectors
At each step of the rolling regression I am trying to save the residual from that regression.
- Wed Aug 10, 2016 6:29 am
- Forum: Data Manipulation
- Topic: Grouping vectors
- Replies: 12
- Views: 11115
Re: Grouping vectors
Is this just as simple as adding (!I) to the final line? If so, I'm an idiot.
vector(!i) regmulti_err_{%k}
regmulti.makeresid res1
regmulti_err_{%k}(!I) = res1(!I)
vector(!i) regmulti_err_{%k}
regmulti.makeresid res1
regmulti_err_{%k}(!I) = res1(!I)
- Wed Aug 10, 2016 6:22 am
- Forum: Data Manipulation
- Topic: Grouping vectors
- Replies: 12
- Views: 11115
Re: Grouping vectors
Thanks for the help. As a follow-up I am trying to store the residual from each step of a rolling regression. I tried the commands below but it is returning only the last 100 observations, which is the length of the rolling regression window. is there a better (i.e. correct) way to do this? Thanks f...
- Tue Jul 19, 2016 1:00 pm
- Forum: Data Manipulation
- Topic: Grouping vectors
- Replies: 12
- Views: 11115
Re: Grouping vectors
I've not used @hcat before, am I able to loop through the vectors and append them or should I use colplace for that?
- Tue Jul 19, 2016 12:36 pm
- Forum: Data Manipulation
- Topic: Grouping vectors
- Replies: 12
- Views: 11115
Grouping vectors
I have a large number of vectors that capture the r2 and tstat of rolling regressions. How do I collect all of those vectors into either a group or a matrix? I tried to create a group and then you MTOS but it doesn't seem to be working for me. Thanks very much.