悬赏 5 个论坛币 未解决
请教 如何在Excel或R中
Estimate multipule regression by moving the sample window?
有5个regressors, 总的sample period T=360,要求 move the time range for t∈(1,101), then t∈(2,102) and so on until the end of the period. Forecast Rt+1
Then expand the time range t∈(1,101), t∈(1,102), t∈(1,103) and so on...Forecast Rt+1
我只知道用 linest(),但貌似manually一个区间一个区间写公式不太可行...请教大家,有无更科学的方法?
多谢