st: Re: Graph in Rollreg

[Kit Baum <baum@bc.edu>]

Not hard at all:

webuse wpi1
g t2 = t^2
g kon = 1

rollreg D.wpi kon t t2, noconstant move(24) stub(wpiM) graph(full)

Just fake Stata into thinking that the constant is a regressor and it  
will graph it.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On Nov 3, 2005, at 5:44 PM, Henry Hongbo Jin wrote:


> Hi Kit,
>
> I've updated my STATA to version 9 and had a first hit of ROLLREG,  
> which is terrific.  We appreciate you effort of having implemented  
> such a nice routin.
>
> By the way,  do you know how to graph the rolling estimates of  
> constant. Because by default, there is no plot for constant if I  
> running some thing like "rollreg exjmpsri exjmp smb hml,robust move 
> (36) stub(ff) graph(full)".
>
> It will be great if you can show me a quick way to configure the  
> graph option within the  rollreg application.
>
> Best Regards,
>
> Henry
> ----- Original Message ----- From: "Kit Baum" <baum@bc.edu>
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