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Rolling window

Posted: Sat Nov 09, 2013 6:12 pm
by PauloTFL
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!

Re: Rolling window

Posted: Sat Nov 09, 2013 6:46 pm
by EViews Gareth
There are lots of examples of such programs here, if you search.