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Topic: Help on getting rolling p-values
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Posts: 2
Registered: 7/3/14
Help on getting rolling p-values
Posted: Jul 3, 2014 6:26 AM
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Hey guys,

I have succesfully executed a rolling multivariate regression with a loop but I am struggling to get the p-values for each of the coefficients for all points in time. I've tried regstats but I can only get the p values for the last day, not for all of them.

Thank you in advance.

Artur Silva

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