Hello,
i have a problem with a regression.
I have a standard regression with about 10 years of data.
ex:
r = a + Beta*X + e
and i wish to calculate the beta, this is pretty simple, but what i want to do is at any given periode, only calculate the Beta based on the previous 100 days. Is this possible to do in excel? And is it possible to get the results graphically?
If not in excel, is it easily enough to do in another program?
thanks for your help
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