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by Mahdi
Sun Jun 23, 2013 6:50 am
Forum: Programming
Topic: Rolling Regression
Replies: 17
Views: 49274

Re: Rolling Regression

Hi every one I am new to the forum. Is there any chance some one help me with the program I have written for the rolling window estimation. The code is: smpl @all scalar n=@obs(rsp) scalar window=200 series rspf equation z for !i=0 to n-200-1 smpl @first+!i @first+!i+200-1 z.ls rsp=rsp(-1)+(((exp(c(...

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