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# st: Plot coefficients and confidence intervals for rolling regressions

 From Richard Herron To statalist@hsphsun2.harvard.edu Subject st: Plot coefficients and confidence intervals for rolling regressions Date Fri, 30 Sep 2011 17:52:13 -0400

```I found that I can plot fitted values with confidence intervals from
-regress- with -lfitci-. Is there a similar functionality that I can
combine with -rolling- regressions (i.e., -rolling: regress-) to do
similar plots of regression coefficients and confidence intervals?

* ----- begin code -----
* plot of fitted values and confidence intervals
sysuse auto, clear
twoway lfitci mpg weight

* but can I plot confidence intervals from -rolling: regress- ? My
manual solution seems hackish.
clear
set obs 200
generate t = _n
generate y = 1
replace y = 0.5*y[_n - 1] + rnormal() if t > 1
tsset t
rolling _b _se, window(10) recursive clear keep(t): regress y l.y

* generate plot "manually"
tsset date
generate lower = _stat_1 - 1.96*_stat_3
generate upper = _stat_1 + 1.96*_stat_3
tsline _stat_1 lower upper
* ----- end code -----

Is there a more Stata way to do this? Thanks!
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```