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- Sat Mar 28, 2015 3:13 pm
- Forum: Programming
- Topic: program for a system with iterative leas squares
- Replies: 0
- Views: 2030
program for a system with iterative leas squares
Hi, I'm trying to writte a program to do rolling regression with iterative least squares in the following system of equations: U=C(1) + C(2)*U(-1) + C(3)*U(-2) W= C(4) +C(5)*INF(-1)+C(9)*U+C(9)*0.99 *C(3)*U(-1) I wrote the following program that does not provide the right results: ' set window size ...