SHAZAM Community
Ask Your Question

Revision history [back]

click to hide/show revision 1
initial version
  • Moving Sample Size, 20 Observations at a time
  • Save coefs in separate variables sample 1 40
  • create some fake data genr x=time(0) genr y=nor(1)
  • start moving window do #=1,21 gen1 end=#+19 sample # end print y x ols y x / coef=c# endo print c1-c21 stop
  • * Moving Sample Size, 20 Observations at a time
  • time * Save coefs in separate variables sample 1 40
  • 40 * create some fake data genr x=time(0) genr y=nor(1)
  • y=nor(1) * start moving window do #=1,21 gen1 end=#+19 sample # end print y x ols y x / coef=c# endo print c1-c21 stop
  • stop