Hi,

I am trying to do rolling windows regression. Does something wrong in my codes? because this does not work and I feel I have something missing.

set verbose off

smpl 23 335

series y = ols RV5_SPX const RV5_SPX(-1) HARWEEK HARMONTH --quiet

scalar T = $tmax 

scalar  t = $t2

loop while t<=T -q

if t<T 

smpl +1 +1 

print y -o

endif

t++

endloop