Many thanks Gareth for the helpful clarification!
Kind regards,
Francesco
Search found 3 matches
- Mon Jan 25, 2021 9:44 am
- Forum: Add-in Support
- Topic: Roll (Rolling Regression)
- Replies: 42
- Views: 152382
- Mon Jan 25, 2021 5:40 am
- Forum: Add-in Support
- Topic: Roll (Rolling Regression)
- Replies: 42
- Views: 152382
Re: Roll (Rolling Regression)
Many thanks Gareth. I run the roll add-in on a single OLS equation with monthly data from 1998m01 to 2014m09, i.e. y=c(1) + c(2)*x + c(3)*z + e, on a window of 36 observations and with 1-step size. Therefore I was expecting the first value of the parameters' estimates, e.g. c(1)_hat, c(2)_hat and so...
- Sun Jan 24, 2021 1:31 pm
- Forum: Add-in Support
- Topic: Roll (Rolling Regression)
- Replies: 42
- Views: 152382
Re: Roll (Rolling Regression)
Dear Gareth,
Could you please confirm that the version of the add-in "roll" on the website is actually the most updated version, as it is dated 2010?
Many thanks and kind regards,
Francesco
Could you please confirm that the version of the add-in "roll" on the website is actually the most updated version, as it is dated 2010?
Many thanks and kind regards,
Francesco