Search found 3 matches

by jm13
Mon Feb 03, 2014 8:51 am
Forum: Econometric Discussions
Topic: How do I choose the best rolling regression?
Replies: 0
Views: 2633

How do I choose the best rolling regression?

Hi I have run 5 rolling regressions. This was an example of my programme if needed: workfile thesisnsesp200 !window = 20 !step = 1 !length = @obsrange system sys09 sys09.append spr=c(1) sys09.append nser=c(2) !nrolls = @round((!length- !window)/!step) matrix(9, !nrolls) coefmat matrix(9, !nrolls) ts...
by jm13
Mon Nov 25, 2013 1:06 am
Forum: Programming
Topic: "t stats not defined" error in rolling regression
Replies: 3
Views: 4545

Re: "t stats not defined" error in rolling regression

Hi

Thanks for your answer and I will try it on a normal EViews. But I remember I once got it to work on the Student Version. Do you have any suggestions? Does the code seem OK anyway?

JM13
by jm13
Sun Nov 24, 2013 12:51 am
Forum: Programming
Topic: "t stats not defined" error in rolling regression
Replies: 3
Views: 4545

"t stats not defined" error in rolling regression

Hi I'm trying to run a rolling regression and I am stopped from running it when this error message appears: "TSTATS not defined". How do I define the tstats so that I can run the rolling regression. My code is as follows: workfile thesisA4 !window = 1000 !step = 1 !length = @obsrange syste...

Go to advanced search