Eviews rolling regression for next month beta

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dhityayl
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Joined: Sun Aug 26, 2018 10:29 pm

Eviews rolling regression for next month beta

Postby dhityayl » Tue Aug 28, 2018 7:00 pm

Hi, so i'm new to eviews and i've been learning to use eviews for my dissertation.
I've been using eviews for fixed window rolling regression and i've download a roll add in. So my window for rolling regression are 60 and step 1, to regress stock return and indices (monthly data).
If i use data from January 2002 - December 2006, i got the beta for December 2006, and so on, with step 1 and window 60, i got the beta for the last month (Feb 2002 - January 2007 = beta for January 2007). Is there a way if i want to use a rolling regression in eviews, but i want the rolling regression with window 60 and step 1 to get the beta for next month? So if i do rolling regression from January 2002-December 2006, i will get the beta for January 2007?
Is there a programming i should add to eviews?
Thankyou!

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