Rolling Multiple Regression
Posted: Mon Aug 21, 2017 2:30 pm
I have time series weekly data for (retail) price and quantity (sales) for 1084 stores from November 31, 2016 to August 20, 2017. I need to compute each store's individual elasticity, so I need to run 1084 regressions.
I need the final outcome to be a spread sheet with a list of the elasticity (B-coefficient of Price) for each agency with its corresponding R2, P-value, and durbin watson coefficient for each regression.
Is there any way I can obtain this list using Eviews other than running 1,084 regressions manually, and typing their coefficients, R2, P-value, and DW coefficients one by one?
Can I use a rolling multiple regression function? Can somebody help me with the syntaxis I can use to complete this task?
Are there any online Eviews programing resources that I can consult to get familiar with rolling multiple regression?
Thanks
I need the final outcome to be a spread sheet with a list of the elasticity (B-coefficient of Price) for each agency with its corresponding R2, P-value, and durbin watson coefficient for each regression.
Is there any way I can obtain this list using Eviews other than running 1,084 regressions manually, and typing their coefficients, R2, P-value, and DW coefficients one by one?
Can I use a rolling multiple regression function? Can somebody help me with the syntaxis I can use to complete this task?
Are there any online Eviews programing resources that I can consult to get familiar with rolling multiple regression?
Thanks