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- Sun Jun 12, 2011 5:22 am
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 133
- Views: 207530
Hi, I used your first code (and changed it accordingly to suit my problem). However I have realised that only the first regression is correct. The second time (when the window is rolled down) it does not exclude the end of the previous window observation, so it follows (say for a window of size 53):...