Re: ROLLREG - rolling (linear) regressions
Posted:
Mon Jul 09, 2012 4:25 pmby basher
Hi, I am still unable to obtain FHISTORY using "print / fhistory". I guess I need to know how to print the output options (e.g. COHISTORY, SEHISTORY, FIHISTORY) associated with this specific routine. Thank you.
Re: ROLLREG - rolling (linear) regressions
Posted:
Mon Jul 09, 2012 7:51 pmby TomDoan
With a PRINT instruction as was just explained:
- Code: Select all
@rollreg(cohist=cohist,fhistory=fhist,sehist=sehist,move=32) y
# constant x2 x3
print / cohist sehist fhist
If that doesn't work, you must have broken something in trying to change the procedure. The loop for a moving window is four line long. It will be much easier to start with that than to try to change a procedure.