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Your variables have no data.

Thanks! I have data in excel file. How to define the variables from excel?

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Thanks! I have solved the problem by spliting the processes in three step. First I open the foreign data as a workfile and get the series in the excel, and then define three random variables. Next i open the program for rolling regression and run. Then the results come up. My further question is that can I combine the three processes into one. That is can i open and run the program and the results come up?