Reverse Engineering the Model

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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.
Perf Per Method.JPG
The model coded into Eviews
Perf Per Method.JPG (172.85 KiB) Viewed 4866 times
R Engineering Question.docx
The question with details
(736.46 KiB) Downloaded 140 times

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