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by anne12
Sat Mar 18, 2017 6:47 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 133
Views: 206717

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 ...

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