ROLLING3: Stata module to compute predicted values for rolling regressions

Muhammad Rashid Ansari ()
Additional contact information
Muhammad Rashid Ansari: INSEAD Business School, Singapore

Statistical Software Components from Boston College Department of Economics

Abstract: rolling3 generates predicted values for each rolling regression and saved them as new variables in original data file. It also allows user looping rolling predict command on data panels.

Language: Stata
Requires: Stata version 13
Keywords: rolling regression; rolling forecast; predicted values; fitted values (search for similar items in EconPapers)
Date: 2016-03-29
Note: This module should be installed from within Stata by typing "ssc install rolling3". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/r/rolling3.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/r/rolling3.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/forex.dta sample data file (application/x-stata)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s458159

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