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st: Depvar and Rolling Regressions
From
"Degas Wright" <[email protected]>
To
<[email protected]>
Subject
st: Depvar and Rolling Regressions
Date
Mon, 1 Nov 2010 11:12:00 -0400
I have a simple question, I am using the -rolling- command and how do I
get the depvar forecast from my regressions. The predict command is not
working since the e(sample) is not being saved each rolling period;
eventhough, I am saving the rolling outputs to a *.dta file.
My code is:
rolling _b, window(12) saving(rolltest) noisily: xtregar (D.(r ep mom)),
fe lbi
predict Dr_f, ue
last estimates not found
Any comments are appreciated.
Thanks,
Degas A. Wright, CFA
Chief Investment Officer
Decatur Capital Management, Inc.
250 East Ponce De Leon Avenue, Suite 325
Decatur, Georgia 30030
Voice: 404.270.9838
Fax:404.270.9840
Website: www.decaturcapital.com
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