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by MehranAdeli
Sun Jun 12, 2011 5:22 am
Forum: Program Repository
Topic: Basic Rolling Regression
Replies: 134
Views: 267466

Re: Basic Rolling Regression

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):...

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