Roll addin ADVROLL
Posted: Fri Oct 24, 2014 12:52 am
I have some code which makes use of the (simple) rolling regression addin, and it works great.
I've been trying to use the advanced rolling window addin, but despite the fact that I set the 'type' (=2, anchored at start), and the list of coefficients which are allowed to vary, it still prompts me with a dialog to choose.
I am doing this in a loop for 81 equations, so I cannot do it manually via the Procs menu. Any help with this would be greatly appreciated.
The code I am using (within the loop using the control variable !i) is the following:
I am using the update from the post by Gareth: http://forums.eviews.com/viewtopic.php?f=23&t=2130
Thank you
W
I've been trying to use the advanced rolling window addin, but despite the fact that I set the 'type' (=2, anchored at start), and the list of coefficients which are allowed to vary, it still prompts me with a dialog to choose.
I am doing this in a loop for 81 equations, so I cannot do it manually via the Procs menu. Any help with this would be greatly appreciated.
The code I am using (within the loop using the control variable !i) is the following:
Code: Select all
eq_index{!i}.advroll(type=2, c g{!i}(-1) g{!i}(-12), start=1997m1, end=2014m1, pval, coef) Thank you
W