The RATS Software Forum

How can I do that please? I would like to work with the resulting coefficient and standard error series from rollreg but instructions such as SET do not recognise them (because of the brackets, I suspect).

Thank you.

Something like:

@rollreg(cohist=cohist,move=32) y
# constant x2 x3
set gap = cohist(3)-cohist(2)

would work to give you the difference between the x3 and x2 coefficients. If you want a lag, it's (say) cohist(3){1}.