Rolling window regression

[Pantera]

Hi all,
When I run the following rolling window regression:

!window = 20
!step = 1
!length = @obsrange
equation eq1
!nrolls = @round ((!length-!window)/!step)
matrix(3, !nrolls) coefmat
!j=0
for !i = 1 to !length -!window+1-!step step !step
!j=!j+1
smpl @first+!i-1 @first+!i + !window - 2
eq1. ls y c x1 x2
colplace(coefmat,eq1. @coefs,!j)
next
show coefmat

I receive the following error message:
"is not a member or procedure of EQ1 IN "EQ1" IN "DO_EQ1. LS Y C X1 X2".

Any suggestion how to solve the problem?

Regards,
P.

[EViews Gareth]

You have a space between "eq1." and "ls"

[Pantera]

Thanks a lot Gareth - the program is running without any trouble :) .

P.

[tarun goel]

Hi all

I have run the following programme


!window = 40
!step = 1
!length = @obsrange
equation eq1
!nrolls = @round ((!length-!window)/!step)
matrix(2, !nrolls) coefmat
!j=0
for !i = 1 to !length -!window+1-!step step !step
!j=!j+1
smpl @first+!i-1 @first+!i + !window - 2
eq1.ls ldbenzene c ldcrude
colplace(coefmat,eq1. @coefs,!j)
next
show coefmat


I found this programe here only. Now, I want to plot the graph with 95% confidence interval. What is the way to do it. My concern value is of R2.
I also want to perform out of sample forecasting for my coefficients. Please help me, it is very important to for thesis.

Thanks
Tarun Goel