Am 11.12.2017 um 17:21 schrieb Filipe Rodrigues da Costa: > Hi all, > > I'm trying to implement a rolling regression using the following > specification: > > loop r = 1 .. rolls > loop foreach i share > if sum(missing(share.$i)) == 0 > lad share.$i const index > series beta.$i[$t2] = $coeff[2] > endif > endloop > if r<rolls > smpl +step +step > endif > endloop >
Hi Filipe, would be good if you could send a complete example script using some dataset which is available to all. Thanks, Artur
