rolling regression forecast
Posted: Wed Jan 22, 2014 7:08 am
hi guys,
Our task is to use a rolling window to forecast, we know how to make a rolling regression but we do not know how to combine it with forecasting. Is there a way to avoid doing it manually?
Some tips, please?
Our task is to use a rolling window to forecast, we know how to make a rolling regression but we do not know how to combine it with forecasting. Is there a way to avoid doing it manually?
Some tips, please?