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by epeters
Mon Nov 17, 2008 11:13 am
Forum: Programming
Topic: Storing t-stats for rolling regressions
Replies: 0
Views: 1249

Storing t-stats for rolling regressions

I'm doing a rolling regression in a system, and while I can store the forecasts, I would also like to store the rolling t-stats for independent variables. How do I do that?

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