hi,
Im new in this forum.. Im running an AR(1) process, I estimate a rolling sample, window fo 20,
How can i get the standard deviation or regression residuals, and a Estimated Aerage of de dependent variable ??
im using the roll add in.
thanks,
Search found 1 match
- Sun Sep 30, 2012 11:59 am
- Forum: Add-in Support
- Topic: Roll (Rolling Regression)
- Replies: 42
- Views: 115344