Search found 3 matches

by sonja11
Wed Dec 14, 2011 3:00 am
Forum: Programming
Topic: Loop and Store from Regression
Replies: 4
Views: 3065

Re: Loop and Store from Regression

' set window size !window = 10 ' get size of workfile !length = @obsrange '---------------------------------------------- 'Notation '---------------------------------------------- 'yield series y1=@movav(zero1y,3)/100 series y2=@movav(zero2y,3)/100 series y3=@movav(zero3y,3)/100 series y4=@movav(zer...
by sonja11
Mon Dec 12, 2011 7:41 am
Forum: Programming
Topic: Loop and Store from Regression
Replies: 4
Views: 3065

Re: Loop and Store from Regression

maybe I have to be more detailed... my regression is of the form: equation b2.ls logrx2(+12) c (gamma1+gamma2*logy1+gamma3*logf2+gamma4*logf3+gamma5*logf4+gamma6*logf5) same for equation b3.ls logrx3(+12)... equation b4.ls logrx4(+12)... equation b5.ls logrx5(+12)... time horizon is 1996m1 2011m12 (...
by sonja11
Mon Dec 12, 2011 3:19 am
Forum: Programming
Topic: Loop and Store from Regression
Replies: 4
Views: 3065

Loop and Store from Regression

Hey, I'm absolutely new in Programming, so please help me :) I need each month Regression Coefficients in one series. My time series is from 1980 to 2011 and I need to make a Regressionanalysis each month (so my first sample is from 1980m1 to 2011 m1; the next sample will be from 1980 m1 to 2010 m12...

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