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
There have been a number of programs published to perform rolling regressions in SAS. I suggest you do an internet search.
I have tried a few of them, and they all can't work..
I have never used these, so I don't know which is the "easiest". There should be instructions with all of them.
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