按照一篇文章里的说法,预期通货膨胀等于上一期实际通货膨胀及GDP增长率的OLS的拟合值
请问这个怎么做滚动回归,自己尝试用rolling做了下,好像不太对。
数据如下
input int year double(inf gdp) float(inf1 gdp1)
1990 5.72458974 3.9071139 . 0
1991 6.68398563 9.29407591 5.72459 3.907114
1992 8.19824765 14.21616358 6.683986 9.294076
1993 15.20220481 13.86757602 8.198248 14.216164
1994 20.60060944 13.05215872 15.202205 13.867576
1995 13.6705391 10.94922737 20.60061 13.052158
1996 6.50109595 9.92837246 13.67054 10.949227
1997 1.62216042 9.23076923 6.501096 9.928372
1998 -.89258936 7.83761392 1.6221604 9.230769
1999 -1.26840965 7.66748617 -.8925893 7.837614
2000 2.06146138 8.49150849 -1.2684096 7.667486
2001 2.04311501 8.33991055 2.0614614 8.4915085
2002 .60485066 9.13064594 2.043115 8.3399105
2003 2.60544121 10.03560303 .6048506 9.130646
2004 6.9543218 10.11122346 2.605441 10.035603
2005 3.90263978 11.39577594 6.954322 10.111223
2006 3.92791085 12.71947902 3.90264 11.395776
2007 7.74917984 14.23138804 3.927911 12.71948
2008 7.79180194 9.65428937 7.74918 14.231388
2009 -.2105339 9.39981317 7.791802 9.654289
2010 6.88114487 10.63614046 -.2105339 9.399813
2011 8.07559638 9.55091409 6.881145 10.63614
2012 2.33512068 7.85962749 8.075597 9.550914
2013 2.16101914 7.76861528 2.3351207 7.859628
2014 .791193 7.29951892 2.161019 7.768615
2015 .06269939 6.90531667 .791193 7.299519
2016 1.07275629 6.73667525 .06269939 6.905317
2017 3.88416989 6.75700761 1.0727563 6.736675
2018 2.93333231 6.56697386 3.88417 6.757008
end
感谢大家!