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.
Bookmarks