How to perform rolling regressions in Eviews

[alvarezcc]

Hi! I want to know if somebody could tell me please how to perform rolling regressions in Eviews. I´m trying to estimate a persistence coeficient by this mean for the Costa Rica´s CPI inflation rate. I would really appreciate any kind of help.

Cristian Alvarez.
Universidad de Costa Rica

[EViews Gareth]

There isn't an inbuilt procedure to do this, but we're hoping to add one in the future.

In the mean time you should check out some of the example programs that do rolling regressions (usually located in C:\Program Files\EViews6\Example Files\Sample Programs\roll), or some of the previous forum posts that have asked about it:
http://forums.eviews.com/search.php?st= ... ds=rolling