rolling regression

  1. W

    Time Series and Rolling Regression Using Stata

    Hi, I tried to run rolling regression on some inflation rates data and plot the coefficient values with Stata 10 but couldn't get the results I want. Below are some selected Stata codes [not the full set] I used: //my data are yearly inflation rates [variable "inflat"], and the duration is...
  2. F

    [R] Difference between regression lines significant?

    Hi, I'm a PhD student researching processes of technology maturation. For this purpose I collected patent data which I want to use to differentiate between 3-6 yet arbitrary maturtiy phases (e.g. technology introduction, growth, maturity, decline). For several different technologies I have...
  3. R

    Rolling regression

    Hi everyone, I'm looking to return selected results from a rolling regression. I only want to return the last y estimate for each of my rolling windows. For instance, let's say I have 5 data points (just for the sake of the example) and I have a rolling window using 4 data points for the...