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Hello, I wrote a small program for running a rolling regression and it works okay. I am not the end-user. I wanted to check out my results with those of the Advanced or Simple Rolling Regression add-in now available with Eviews. The results are the same. However, when I compare the output using the ...

Okay, got it. Did it in two steps like this !num_of_rows = @rows(coefmat_transpose) smpl @first @first+(!num_of_rows-1) But then I tried your suggestion of creating two series, adding them to a created group and then performing the MTOS. My two series came out with the right number of rows but the g...

Gareth, pardon my lack of understanding. Unfortunately, I am more of a coder than a forecaster so I am having trouble understanding where or how I should use the @row(vector) function. Can you provide and example? I am really not sure which of my data elements is a vector.

I was referring to using the hard coded number 1179 to indicate the number in my sample to do the MTOS (my question from the first post). I know it will change as I add new data. So here is what I did. 'set sample size for number of extracts smpl @first+!window @last With new data sets of different ...

Gareth, plugging in the number worked great for this run, but what if my sample size changes? I would like to not hard code it. Is there a way to do so? Using @last? And a few other questions: Second to clean up my workfile, can I delete the series (SER01, SER02) that are created when performing the...

Thank you, Gareth! It ran! Now, I have a few other questions. As I mentioned I want to run this 54 times. So far I have been asked to run it with a 2 year window. But that could change. If I have all my data in excel as one spreadsheet, can I have program it to read through the header names to get t...

Hello, I am a new user and normally do not perform analysis in EViews but I am helping out an ill co-worker. I am winging it so bear with me. I will need to run a rolling regression for 6 currencies against 9 commodities. Rather than using the add-in and performing the task 54 times and manually pul...