EViews.com

I have daily observations on stock returns and have the following written the following code. the step size is 250 so I want to get annual betas using five years daily data and am rolling one year(250 days) forward. When I run the code, it is giving me the error:

{COEFMAT2 is not defined in matplace(mastermat, coefmat2, 3,1)}

Please help me with this?

for !i=1 to 3
!window = 1250
!step = 250
!length = @obsrange
equation eq1
!nrolls = @round((!length-!window)/!step)
matrix(6,!nrolls) mastermat
matrix(2,!nrolls) coefmat!i
!j=0
for !j = 1 to !length-!window+1-!step step !step
smpl @first+!j @first+!j+!window-1
equation eq1.ls(options) r!i c mrp
colplace(coefmat!i,eq1.@coefs,!j)
matplace(mastermat, coefmat1, 1,1)
matplace(mastermat, coefmat2, 3,1)
matplace(mastermat, coefmat3, 5,1)
next
next

Don't have three lines using matplace. Have one line placing coefmat!i. You probably need it outside your inner loop.

Thanks Gareth. It does calculate the coefficients for the three stocks but if I don't give the row and column address, it only displays the coefficients for the 3rd stock only and shows 0.000 for all the coefficients of stock 1 and stock 2. Is there another short way around it as otherwise I have to write matplace(mastermat, coefmat!i, r,c) for 1200 stocks?