Search found 5 matches

by Dusan
Fri Mar 06, 2009 10:15 am
Forum: Programming
Topic: Threshold Regression
Replies: 6
Views: 3405

Re: Threshold Regression

That works perfect thank u.
:D
by Dusan
Fri Mar 06, 2009 5:47 am
Forum: Programming
Topic: Threshold Regression
Replies: 6
Views: 3405

Threshold Regression

Hello,

I have a basic regression model and I want to import a threshold price, so that the independent variable has two coefficients instead of one.
For example if we have the regression y=α+β*x what i want is to convert it in y= α+β*χ(if x>5)+γ*x(if x<5).

Thank you in advance.
by Dusan
Mon Feb 23, 2009 8:55 am
Forum: Programming
Topic: Panel data export
Replies: 6
Views: 2054

Re: Panel data export

Hi, I m running a loop of multiple regressions and I only need the R2( R squared) of them in a matrix, vector, excel or whatever! I would be really greatful if u could help me on this. (Till now the only thing that I succeeded was to have a matrix(or vector) for each R2.So, alternative if u could he...
by Dusan
Mon Jan 19, 2009 6:04 am
Forum: Data Manipulation
Topic: Data Frequency Conversion
Replies: 7
Views: 8983

Re: Data Frequency Conversion

Thanx Trubador!U saved me......
by Dusan
Mon Jan 19, 2009 5:27 am
Forum: Data Manipulation
Topic: Data Frequency Conversion
Replies: 7
Views: 8983

Re: Data Frequency Conversion

Hi !
I have a similar problem with theRock.I have a time series with daily data, and I want the monthly standard deviation for it.
Of course I can convert my data from daily to monthly but I dont know how I can get the standar deviation for each month.
Thanx

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