Postby Charles_gre » Sun Jan 22, 2017 2:51 am
Hi All,
I have to do a lot of rolling regressions with Eviews 9. Thus I made a program which makes lots of rolling regressions all at once. As you know when one performs a rolling regression with the add-in.The estimation command is similar to the line shown hereunder:
ROLL(F,WINDOW=756,STEP=21)LU0568578776varitwo @ defaultLU0568578776.
This is a rolling regresion which has a fixed window, window size of 756 and a step size of 21. The estimtion command then continues with the name of the roll regression output which is "LU0568578776varitwo". This is followed by the name of equation which the rolling regression is to take as an specification which is an equation named " defaultLU0568578776".
I have created a program made up of about 200 command lines similar to the one indicated above.
THE PROBLEM IS THAT ALL THE ROLLING REGRESSION OUTPUT ARE ALL BEING SPECIFIED ON THE FIRST EQUATION THAT EVEIWS HAS IN ALPHABTHICAL ORDER. I have to make about 200 rolling regressions all based on different specification equations and not on the same one.
How come I write these commands:
ROLL(F,WINDOW=756,STEP=21)LU0568578776sp5variablesix @ sp5dLU0568578776
ROLL(F,WINDOW=756,STEP=21)IE00B01VC057sp5variablesix @ sp5dIE00B01VC057
ROLL(F,WINDOW=756,STEP=21)IE00B01VC164sp5variablesix @ sp5dIE00B01VC164
ROLL(F,WINDOW=756,STEP=21)LU0012202338sp5variablesix @ sp5dLU0012202338
ROLL(F,WINDOW=756,STEP=21)LU0085493038sp5variablesix @ sp5dLU0085493038
ROLL(F,WINDOW=756,STEP=21)LU0094547725sp5variablesix @ sp5dLU0094547725
ROLL(F,WINDOW=756,STEP=21)LU0119136876sp5variablesix @ sp5dLU0119136876
ROLL(F,WINDOW=756,STEP=21)LU0119137254sp5variablesix @ sp5dLU0119137254
ROLL(F,WINDOW=756,STEP=21)LU0119137338sp5variablesix @ sp5dLU0119137338
ROLL(F,WINDOW=756,STEP=21)LU0119137502sp5variablesix @ sp5dLU0119137502
and the rolling regression outputs have the same equation specification which is not the one specified in my commands?
They are all specied on Specification: DEFAULTFR0000018277 which is another equation.
How can I tell Eviews to please use the specification equation mentioned after the @ symbol?
I would apprecaite your help.
Thank you for reading.