Search found 3 matches
- 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...
- 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
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
- 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...
