Reverse Engineering the Model

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pirateRoberts
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Joined: Sun Sep 02, 2018 12:52 pm

Reverse Engineering the Model

Postby pirateRoberts » Mon Sep 03, 2018 4:06 am

Can someone please help me revers engineer the regression model.

I would like to replicate a method of performance persistence to basically see how my data differs:

What I don't know is how to use the equation to get the same results as in the attached file.

Do., Faff R., Veeraraghavanc M. (2010) "Performance persistence in hedge funds: Australian evidence" Int. Fin. Markets, Inst. and Money 20 (2010) 346–362

Please see attached file with explanation and screenshots.
Attachments
Perf Per Method.JPG
The model coded into Eviews
Perf Per Method.JPG (172.85 KiB) Viewed 205 times
R Engineering Question.docx
The question with details
(736.46 KiB) Downloaded 3 times

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