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anna_e
Calcite | Level 5

Hi,

I would like to do a rolling regression for my historical financial data, 10 years monthly data 2005-2015, 120 obs. 4 factor regression. I only use SAS EG and there is no pre-programmed function for rolling regression. Is there anyone who knows how to code this? I would really appreciate any help.

Thanks!

1 REPLY 1
Ksharp
Super User

I am afraid you need to write some code .  Using  CALL EXECUTE() + a macro .

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