Search found 2 matches
- Wed Jan 29, 2014 9:40 am
- Forum: Programming
- Topic: looped rolling regression
- Replies: 3
- Views: 4540
Re: looped rolling regression
Thank you Garteh it works perfectly, except for the R2. The program runs on the complete sample without interruption and I get the 4 matrixes for the coefficients but the R2 matrix still only has one column with of 46 r2 so I don t get them for each equation the program ran. EDIT: OK, I added this l...
- Wed Jan 29, 2014 4:34 am
- Forum: Programming
- Topic: looped rolling regression
- Replies: 3
- Views: 4540
looped rolling regression
Hi, I am trying to get a program that loops multiple rolling regressions and saves some of the results in matrixes. My sample is composed of multiple series (the larger sample is over 5000 series and the smallest one composed of 1353 series) each series contains a maximum of 82 observations (some ha...