Search found 2 matches

by jank
Mon Jan 26, 2009 2:28 am
Forum: Programming
Topic: Stepwise rolling regression: plot of coeffiecients
Replies: 28
Views: 30854

Re: Stepwise rolling regression: plot of coeffiecients

Thanks a lot for your answer. But I mean the values for the significant variable are calculated as observabe in the tables and the ones not included could simply be set to zero. Isn't there a possibility to save these values (just the ones included in the regression) and to recognize for each value ...
by jank
Fri Jan 23, 2009 2:51 am
Forum: Programming
Topic: Stepwise rolling regression: plot of coeffiecients
Replies: 28
Views: 30854

Stepwise rolling regression: plot of coeffiecients

I have a stepwise rolling regression. For every subsample Ican have a different number of significant parameters. It is easy to get the calculation but my question now is how I can store the coefficients ( of the different equations) so, that I am able to plot a chart for the whole time period for e...

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