Thanks for the quick reply!
I am sorry Gareth, but I am using the add-in Roll you pointed me towards earlier, would it be better if I would ask my question in that topic? I haven't programmed anything, just worked with the add-in and it did it all for me.
Search found 4 matches
- Wed May 15, 2013 7:55 am
- Forum: Estimation
- Topic: Regression output storing as new series
- Replies: 6
- Views: 4872
- Wed May 15, 2013 6:58 am
- Forum: Estimation
- Topic: Regression output storing as new series
- Replies: 6
- Views: 4872
Re: Regression output storing as new series
Another small question: When i do a rolling regression starting at 1991Q1 ending 2012Q4, with window size 20 and step 1, I would think I get a coefficient stored for the period 1991Q1-1995Q4 (20 periods) in the 20th entry, namely 1995Q4. But in my case it stores the coefficient found for 1991Q1-1995...
- Wed May 15, 2013 2:52 am
- Forum: Estimation
- Topic: Regression output storing as new series
- Replies: 6
- Views: 4872
Re: Regression output storing as new series
Thank you very much Gareth, I had another idea about what a rolling regression was but everything worked out fine. Also, thanks for replying very quickly 
- Tue May 14, 2013 11:34 am
- Forum: Estimation
- Topic: Regression output storing as new series
- Replies: 6
- Views: 4872
Regression output storing as new series
Hello, First and foremost; if I placed my topic in the wrong section, sorry! Please be so kind to move it, if necessary :) Currently I am doing some research and I am having troubles making eViews (7, SV) doing what I want. Let me put it very simple; - I have data on several economic variables - Reg...