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- Sat Mar 18, 2017 6:47 am
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 133
- Views: 163008
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 ...