Rolling window

For questions regarding programming in the EViews programming language.

Moderators: EViews Gareth, EViews Moderator, EViews Jason, EViews Matt

Post Reply
PauloTFL
Posts: 2
Joined: Sat Nov 09, 2013 1:21 pm

Rolling window

Postby PauloTFL » Sat Nov 09, 2013 6:12 pm

Please,

Does anybody knows a program to make rolling windows estimations.

Example:

I have data from jan/07 to dec 2012, and I want 48 windows with twelve months each.
my first window is from jan/07 to dec/07, the second fev/07 to jan/08, the third mar/07 to fev/08...
and the last one(48) is from jan/12 to dec/12.

So I want always one line after the first one.

Thanks!
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Rolling window

Postby EViews Gareth » Sat Nov 09, 2013 6:46 pm

There are lots of examples of such programs here, if you search.
Top
Post Reply

Return to “Programming”

Who is online

Users browsing this forum: No registered users and 2 guests