Roll addin ADVROLL

[wjgatt]

I have some code which makes use of the (simple) rolling regression addin, and it works great.

I've been trying to use the advanced rolling window addin, but despite the fact that I set the 'type' (=2, anchored at start), and the list of coefficients which are allowed to vary, it still prompts me with a dialog to choose.

I am doing this in a loop for 81 equations, so I cannot do it manually via the Procs menu. Any help with this would be greatly appreciated.

The code I am using (within the loop using the control variable !i) is the following:

Code: Select all

         eq_index{!i}.advroll(type=2, c g{!i}(-1) g{!i}(-12), start=1997m1, end=2014m1,  pval, coef)

I am using the update from the post by Gareth: viewtopic.php?f=23&t=2130

Thank you
W

[EViews Gareth]

There is no command line interface to advroll.

[wjgatt]

There is no command line interface to advroll.

I figured as much, but then what is the attachment on the tread (viewtopic.php?f=23&t=2130) for?

It looks like a set of commands for either roll, or advroll: (type=2, start=..., etc)

[EViews Gareth]

Looks like they were removed.

[boyboy]

what is the formula for rolling regression? What is the minimum observation for rolling? I used 60 observations but the software said the observation is not enough.