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asdsadsadas
Calcite | Level 5

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

4 REPLIES 4
PaigeMiller
Diamond | Level 26

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

--
Paige Miller
asdsadsadas
Calcite | Level 5

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

asdsadsadas
Calcite | Level 5
Could you link one? the easiest one and explain what to do ?
PaigeMiller
Diamond | Level 26

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

--
Paige Miller

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