Hi guys,
How to see stored coefficient after running roll add in? (in a table or matrix form)
thanks in advance
Search found 4 matches
- Thu Aug 11, 2011 4:07 am
- Forum: Add-in Support
- Topic: Roll (Rolling Regression)
- Replies: 42
- Views: 113838
- Wed Aug 10, 2011 7:27 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 3181885
Re: Basic Rolling Regression
Dear users, I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 2500 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guidel...
- Tue Aug 09, 2011 3:53 am
- Forum: Programming
- Topic: Rolling GARCH and higher moments
- Replies: 0
- Views: 3335
Rolling GARCH and higher moments
Dear users, I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 2500 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guidel...
- Mon Aug 08, 2011 4:24 pm
- Forum: Programming
- Topic: Rolling GARCH with forecasting
- Replies: 26
- Views: 65665
Re: Rolling GARCH with forecasting
Dear users, I m recently doing my dissertation and faced with problem in estimation basic rolling GARCh (1,1) process. I have 2500 observation and need to forecast 1 day ahead volatility in rolling form. I will highly appreciate if advanced users provide me assistance in that issue.. I looked guidel...