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st: performing rolling regression without succes


From   Marck Bulter <[email protected]>
To   [email protected]
Subject   st: performing rolling regression without succes
Date   Mon, 07 Jan 2008 00:42:15 +0100

Dear readers,

Currently I am experimenting with a number of rolling regressions using my own models without prevail.

rolling2, window(12) onepanel clear: ivreg cpstrmon price mat age coup cpstrmonprev pstrprev d.intr d.livolabs (cprecmo
n = cprecmonprev)

(running ivreg on estimation sample)

Rolling replications (109)

----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
...........................xxxxxxxxxxxxxxxxxxxxxxx 50
xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 100
xxxxxxxxx

Then I tried the example displayed in the rolling help file example:

webuse lutkepohl2
tsset qtr
rolling _b, window(30): regress dln_inv dln_inc dln_consump

Still, the output is similar:

rolling _b, window(30): regress dln_inv dln_inc dln_consump
(running regress on estimation sample)

Rolling replications (63)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
...xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx 50
xxxxxxxxxxxxx

Also, the variables or dropt immediately after running the regression.

Could someone give me a hand, to get this running?

Help would be very much appreciated

regards,
Marck Bulter











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