Graph of Rolling Regression Estimates

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Graph of Rolling Regression Estimates

Postby Luckyboy » Mon Jun 21, 2010 12:51 am

Hi,
I performed a rolling regression of the form:
compute start = 1970:1, end = 1985:4
do i=0,96
linreg lexp start+i end+i
# constant ltwm lrp lexp{1}
end
Can someone please tell me how to graph the Betas in the rolling regression..
I want to generate a graph like the one in the paper below:
"Kalman filter approach to estimate demand for international reserve"
Mohsen Bahmani-Oskooee and Ford Brown; Applied Economics, 2004, 36,1655-1668.
Luckyboy
 
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Joined: Mon Apr 05, 2010 10:38 pm

Re: Graph of Rolling Regression Estimates

Postby TomDoan » Mon Jun 21, 2010 11:01 am

You can save them as is shown at the top of page 306 in the v7 User's Guide. Then just graph the coef1 series, or whichever ones you want.
TomDoan
 
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Joined: Wed Nov 01, 2006 5:36 pm

Re: Graph of Rolling Regression Estimates

Postby Luckyboy » Tue Jun 22, 2010 8:07 am

Hi Tom,
Thanks very much..
Luckyboy
 
Posts: 15
Joined: Mon Apr 05, 2010 10:38 pm


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