topic Re: Rolling windos/regression beginer in Statistical Procedures

Rolling windos/regression beginer

asdsadsadas — Tue, 15 Oct 2019 10:23:25 GMT

HI i am writing a BA thesis on the topic " Timing of the fiscal policy under the financial crisis" so if the timing is correct the correlation between GDP and public consumption need to be negative.

My TA told med to do a Rolling regression/window and i do not have any experience in that.. Could some one please help me... for a tutorial ore any similar task.

My data set is:

GDP: 2000Q1-2019Q2

Public consumption: 2000Q1-2019Q2

kind regards

Re: Rolling windos/regression beginer

PaigeMiller — Tue, 15 Oct 2019 10:52:59 GMT

There have been a number of programs published to perform rolling regressions in SAS. I suggest you do an internet search.

Re: Rolling windos/regression beginer

asdsadsadas — Tue, 15 Oct 2019 10:54:15 GMT

I have tried a few of them, and they all can't work..

Re: Rolling windos/regression beginer

asdsadsadas — Tue, 15 Oct 2019 10:55:17 GMT

Could you link one? the easiest one and explain what to do ?

Re: Rolling windos/regression beginer

PaigeMiller — Tue, 15 Oct 2019 12:23:52 GMT

I have never used these, so I don't know which is the "easiest". There should be instructions with all of them.