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Rockin‘ Rolling Regression in Python via PyMC3
Webrolling, window(20) recursive start(1990) end(2011): arima y, ar(1) Reverse recursive rolling window estimation with the last period fixed rolling, window(20) rrecursive start(1990) end(2011): arima y, ar(1) Save results from a 20-period rolling window estimation to new dataset mydata.dta WebRolling OLS applies OLS across a fixed windows of observations and then rolls (moves or slides) the window across the data set. They key parameter is window which determines the number of observations used in each OLS regression. is alexander p bicket a democrat
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