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- Mon Nov 17, 2008 11:13 am
- Forum: Programming
- Topic: Storing t-stats for rolling regressions
- Replies: 0
- Views: 3395
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?