roll add-in and data with irregular frequency

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Gin
Posts: 22
Joined: Wed Oct 19, 2016 10:26 am

roll add-in and data with irregular frequency

Postby Gin » Mon Oct 24, 2016 3:41 am

Hi all,

I am conducting a rolling regression analysis with irregular data (for event-study). It seems to me that the roll add-in cannot handle data with irregular frequency. Am I correct?
(I have already done coding for my analysis. But if the roll add-in do work with irrgular data frequency, it would be nice to compare the results from using the roll add-in with mine for a dubble check.)

Thanks

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 11407
Joined: Tue Sep 16, 2008 5:38 pm

Re: roll add-in and data with irregular frequency

Postby EViews Gareth » Mon Oct 24, 2016 7:01 am

It should handle irregular workfiles just fine.
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