+ Reply to Thread
Results 1 to 3 of 3

How to code the simple linear regressions of the entire stocks in the market ?

Hybrid View

  1. #1
    Registered User
    Join Date
    10-11-2012
    Location
    Bangkok, Thailand
    MS-Off Ver
    Excel 2010
    Posts
    2

    How to code the simple linear regressions of the entire stocks in the market ?

    Hi everyone,

    My name is Mike and I am completely new with VBA. I am writing for asking helps on the VBA regression function which my problem is I want to run the simple (one Y on one X) linear regressions of the entire stocks in a market by regressing weekly stock returns on the weekly market returns

    The conditions are

    1. The time-series data covers 655 weeks (around 13 years) where 1 year = 52 weeks
    2. Therefore, there will be a 13 regression lines for each stock.
    3. Y = weekly stock returns, X = weekly market returns
    3. Last, I want to pick all of the coefficients and display in another table
    4. My difficulties are that, in the early weeks, some stock returns haven't existed until the time they entered the market and some stock returns did not have the data in 52 weeks (some might have 51 or lower) due to different time of entering the market.

    I have attached the sample of the file via this thread too, FYI.

    Thank you in advanced.
    Last edited by Tiraphap; 10-18-2012 at 12:29 AM.

  2. #2
    Registered User
    Join Date
    10-11-2012
    Location
    Bangkok, Thailand
    MS-Off Ver
    Excel 2010
    Posts
    2

    Re: How to code the simple linear regressions of the entire stocks in the market ?

    it was solved by my own....

  3. #3
    Forum Contributor arlu1201's Avatar
    Join Date
    09-09-2011
    Location
    Bangalore, India
    MS-Off Ver
    Excel 2003 & 2007
    Posts
    19,167

    Re: How to code the simple linear regressions of the entire stocks in the market ?

    If you solve a problem yourself before anyone else has responded, please take a moment to describe your solution, chances are some other member will benefit.
    If I have helped, Don't forget to add to my reputation (click on the star below the post)
    Don't forget to mark threads as "Solved" (Thread Tools->Mark thread as Solved)
    Use code tags when posting your VBA code: [code] Your code here [/code]

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1