Search found 2 matches
- Thu May 30, 2013 9:51 am
- Forum: Programming
- Topic: Rolling window- how to store r2
- Replies: 3
- Views: 4364
Re: Rolling window- how to store r2
I forgot.. what command should I add to the line "eq1.ls dependent c independent1 independent2" to specify that I want to run the regression with robust errors of the the HAC type (HAC standard errors & covariance)?? Thanks!
- Thu May 30, 2013 9:05 am
- Forum: Programming
- Topic: Rolling window- how to store r2
- Replies: 3
- Views: 4364
Rolling window- how to store r2
Hi everybody! This is my first post in the forum and my first time programming in eviews.... maybe someone can help me with this: I am performing a rolling window and -following the forum instructions- I was able to save the matrix of the coefficients and the t's, but I haven’t been able to perform ...