Rolling regression per 4 Independent Variables
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Hi guys, I have a regression problem.
My x = 249*48 and my y = 249*12
I am attempting to regress y(:,1) on x(1:4)n then y(:,2) on x(5:8) and so on up to the 45-48 column. I can only do this if it is y(:,1) on x(:,1), y(:,1) on x(:,2)......
could anybody help pleaseeeeee
x1=data(:,1); y=data1(:,1); %% x=[ones(size(x1)) x1]; a=x\y
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