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- Fri Nov 02, 2012 11:53 pm
- Forum: Program Repository
- Topic: Basic Rolling Regression
- Replies: 134
- Views: 4690963
Re: Basic Rolling Regression
' set sample for estimation period %first = @otod(@dtoo(%start)+!i-1) %last = @otod(@dtoo(%start)+!i+!window-2) smpl {%first} {%last} ' estimate equation - where the equation is P =c(1) + c(2)*P1(-1) eq1.ls usdaud c usoil ' store coefficients colplace(coefmat,eq1.@coefs,!j) d(noerr) yf Hello, Eview...