Add information from several series to one series
Posted: Fri Jan 08, 2010 11:51 am
Hi,
I am running a garch(1,1) model, with a rolling sample. As such, given my sample size, this process results in 155 regressions and 155 conditional variance estimates( each with sample size of 30). these conditional variance estimates from each regression are reported in 155 different series( of 1 column each), and I need to view all the estimates in one large series.
How can i combine these 155 series so that the new series formed consists of 155 columns, each column displaying the estimates from the respective series( corresponding to a unique regression)?
I am running a garch(1,1) model, with a rolling sample. As such, given my sample size, this process results in 155 regressions and 155 conditional variance estimates( each with sample size of 30). these conditional variance estimates from each regression are reported in 155 different series( of 1 column each), and I need to view all the estimates in one large series.
How can i combine these 155 series so that the new series formed consists of 155 columns, each column displaying the estimates from the respective series( corresponding to a unique regression)?