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Thank you Tchaithonov. This is exactly what I need and it works.

Class guys, thanks a lot. Now I don't get an error message anymore. However, the vector beta still doesn't contain coefficients after I run the program. create vector to store betas vector(72) coefs 'counter of how many equations we have run !rowcounter=1 'run pairwise regressions between each serie...

Thank you Gareth.

Now I get the following error: non numeric argument in "COEFS(1) = EQ.1@COEF".

I really appreciate your help.

I still get the error message of: equation estimates are invalid or nonexistent in "COEFS(1)=EQ.@COEF". Something else must be missing in the program...Any idea?

Thank you startz for the reply. This though stil doesn't fix the problem. I am stil getting the same error message. Maybe if you try it yourself: 'create a workfile wfcreate d 2004 2010 'create 72 y series for !i=1 to 72 series y{!i}=nrnd next 'create 72 X series for !i=1 to 72 series x{!i}=nrnd nex...

Hello. Could someone please tell me what am I missing to obtain the coefficients only, from the regressions: 'create vector to store betas vector(72) coef 'create empty equation to be used inside the loop equation eq ''counter of how many equations we have run !rowcounter=1 'run pairwise regressions...

Thanks a lot for replies. I need to estimate 72 regressions only...and therefore I need 72 subsamples of series x and y. y1 c x1 y2 c x2 y3 c x3 .... y72 c x72. I will later employ rolling window as well. But to show simple dynamics of monthly beta I need these regressions. I hope I expressed myself...

Hi again. The part where I would like to obtain 72 y and 72 x series is a prerequisite for the regressions. I have two large series of 1585 observations: x (excess return) and y (market premia). The workfile is atached with the post 1.wf1 . Out of these 2 series I would like to create 72 "subse...

Thank you million times :) I have managed to correct the regressions equations.. you were right I forgot to include y's in the regression specification. The code that regresses y1 with x1, y2 with x2 .......y72 with x72 is 'run pairwise regressions between each y and relevant x for !i=1 to 72 for !j...

Hi again. I have tried to create a regression code for the second question of my post. For example, I tried to work with random normally distributed values and this is what I managed to do. I am aware that the notation of equality between i's and j's is missing in the pairwise regression code (!i=!j...

Dear friends, I have spend hours and hours browsing the forums but I haven't found what I am looking for. I am quite sure that this will seem preety basic for you but I am a beginer in programming and would realy appreciate if you could help me out with several simple programming codes. I am writing...