Search found 3 matches
- Wed May 21, 2014 8:29 am
- Forum: Programming
- Topic: Storing residual standard errors in a recursive regression
- Replies: 7
- Views: 10095
Re: Storing residual standard errors in a recursive regressi
My program is not recognizing sevec, sorry I didn't define it. But not sure how to define it.
- Wed May 21, 2014 3:35 am
- Forum: Programming
- Topic: Storing residual standard errors in a recursive regression
- Replies: 7
- Views: 10095
Re: Storing residual standard errors in a recursive regressi
In this rolling regression program how can I store the standard errors. , Also I am using Eview 5 version does it work fine with Sevec command? 'run rolling regression ' declare equation for estimation equation eq1 'matrix to store coefficient estimates matrix(6,120) coefmat ' where 3 is the number...
- Tue Jul 02, 2013 8:27 am
- Forum: Programming
- Topic: Rolling Regression
- Replies: 17
- Views: 49279
Re: Rolling Regression
I am using Eviews 5.1 and the roiling regression commands like @obsrange does not seem to be there.. Can anyone help how to write an rolling regression program in Eviews 5.1