Search found 1 match

by anne12
Sat Mar 18, 2017 6:47 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 254035

Re: Basic Rolling Regression

Hello, I am trying to run a rolling regression with forecast using real-time data that has a series for every month whereby only one regression is estimated per series for the window and when the window steps forward to the next month, the regression is estimated on the subsequent month’s series. I ...

Go to advanced search