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st: Re: Graph in Rollreg

From   Kit Baum <>
To   "Henry Hongbo Jin" <>
Subject   st: Re: Graph in Rollreg
Date   Thu, 3 Nov 2005 20:42:08 -0500

Not hard at all:

webuse wpi1
g t2 = t^2
g kon = 1

rollreg D.wpi kon t t2, noconstant move(24) stub(wpiM) graph(full)

Just fake Stata into thinking that the constant is a regressor and it will graph it.

Kit Baum, Boston College Economics

On Nov 3, 2005, at 5:44 PM, Henry Hongbo Jin wrote:

Hi Kit,

I've updated my STATA to version 9 and had a first hit of ROLLREG, which is terrific. We appreciate you effort of having implemented such a nice routin.

By the way, do you know how to graph the rolling estimates of constant. Because by default, there is no plot for constant if I running some thing like "rollreg exjmpsri exjmp smb hml,robust move (36) stub(ff) graph(full)".

It will be great if you can show me a quick way to configure the graph option within the rollreg application.

Best Regards,

----- Original Message ----- From: "Kit Baum" <>
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