Search found 2 matches
- Tue May 03, 2011 4:45 pm
- Forum: Graphics, Reports, and Other Output
- Topic: taking coefficients out of a rolling regression
- Replies: 2
- Views: 6621
Re: taking coefficients out of a rolling regression
It helped a lot. Thank you so much Tom.
- Fri Apr 29, 2011 11:51 am
- Forum: Graphics, Reports, and Other Output
- Topic: taking coefficients out of a rolling regression
- Replies: 2
- Views: 6621
taking coefficients out of a rolling regression
Hi, I am new to this forum and to the RATS. So, I did not know where to put my question exactly. Here it is: This is the rolling regression down that I have: compute start = 1971:1, end = 1980:1 do i=1,40 linreg DLOGVALUE start+i end+i # constant DLOGVALUE{1} end I have to get coefficients out of th...