Rolling Window Regression (For Beginners)

Version 1.0.0.0 (2.17 KB) by Karan Puri
A beginners tool for analysing time varying coefficients within regression analysis.
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1.5K Downloads
Updated 28 Sep 2011

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The purpose of this file is to provide beginners a way to understand and analyse time varying coefficient values within regression analysis particularly with financial data analysis.
The file is easily customisable to suit requirements and contains information describing the code for ease.
I am new to Matlab myself and it should be noted that it is most certainly possible to make the file more efficient and I am currently working on doing so. Hence comments from more advanced users will be highly appreciated.

Thanks
Karan

Cite As

Karan Puri (2024). Rolling Window Regression (For Beginners) (https://www.mathworks.com/matlabcentral/fileexchange/33051-rolling-window-regression-for-beginners), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0