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- Tue Apr 30, 2013 2:57 am
- Forum: Programming
- Topic: Rolling window regression
- Replies: 3
- Views: 7397
Re: Rolling window regression
Hi all I have run the following programme !window = 40 !step = 1 !length = @obsrange equation eq1 !nrolls = @round ((!length-!window)/!step) matrix(2, !nrolls) coefmat !j=0 for !i = 1 to !length -!window+1-!step step !step !j=!j+1 smpl @first+!i-1 @first+!i + !window - 2 eq1.ls ldbenzene c ldcrude c...