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- Wed Jul 20, 2011 8:49 am
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3975364
Re: Basic Rolling Regression
Hi, I have been trying to create my own rolling window using the example from Esther. My data = (Range 1980M01 - 2011M06, Window 60M) However, some series have only got 10 years data, which leaves the first samples with only NA-observations. I get an error, but I would like to see NA in the matrix i...