Rolling Window Estimation

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lewitheledge
Posts: 4
Joined: Wed Feb 19, 2014 3:47 pm

Rolling Window Estimation

Postby lewitheledge » Wed Feb 19, 2014 3:56 pm

Hi guys, I am looking to roll a VAR I am using, with the criteria as outlined in the attachment, rolling it from first VAR of 1980q1-1989q4 (10 year period), rolling it quarterly until 2003q3-2013q2.

Can anyone help with this?

Many thanks in advance.
Attachments
VAR.png
VAR.png (12.15 KiB) Viewed 3371 times
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lewitheledge
Posts: 4
Joined: Wed Feb 19, 2014 3:47 pm

Re: Rolling Window Estimation

Postby lewitheledge » Fri Feb 21, 2014 5:56 am

Can anyone at all help with this?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Rolling Window Estimation

Postby EViews Gareth » Fri Feb 21, 2014 10:10 am

http://forums.eviews.com/viewtopic.php?f=15&t=878
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