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USING LINEST FUNCTION to get 3 BETAS (3 x variables) for y variable (252 variables)

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    USING LINEST FUNCTION to get 3 BETAS (3 x variables) for y variable (252 variables)

    Hi guys,

    I hope someone can help me here. I am in a dire situation. I have to use LINEST to regress stock returns with 3 factors (x variables). It seems simple enough as I just select Y array and the X arrays and then boom, 3 coefficients and the alpha. However, that is only for one stock. I need to do this 252 times (252 stocks)!!!! moreover, using a mac doesnt make things any easier and I have to do a rolling regression, meaning 72 times!!

    Regressing 252 stocks X 72 regressions = way too much work!

    What can I do? I am hopeless at VBA and I have a couple weeks left!!

    BobF
    Last edited by bobfoo; 09-10-2012 at 12:57 AM.

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    Forum Moderator zbor's Avatar
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    Re: USING LINEST FUNCTION to get 3 BETAS (3 x variables) for y variable (252 variables)

    Can you upload example workbook with your inputs and desired output?
    Make sure to remove all private data.

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    Re: USING LINEST FUNCTION to get 3 BETAS (3 x variables) for y variable (252 variables)

    Erm.. how do upload? I dont see an upload tab..

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    Forum Moderator zbor's Avatar
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    Re: USING LINEST FUNCTION to get 3 BETAS (3 x variables) for y variable (252 variables)

    To best describe or illustrate your problem you would be better off attaching a dummy workbook. The workbook should contain the same structure and some dummy data of the same type as the type you have in your real workbook - so, if a cell contains numbers & letters in this format abc-123 then that should be reflected in the dummy workbook.

    To attach a file to your post, you need to be using the main 'New Post' or 'New Thread' page and not 'Quick Reply'.
    To use the main 'New Post' page, click the 'Post Reply' button in the relevant thread.


    On this page, below the message box, you will find a button labelled 'Manage Attachments'.
    Clicking this button will open a new window for uploading attachments.


    You can upload an attachment either from your computer or from another URL by using the appropriate box on this page.
    Alternatively you can click the Attachment Icon to open this page.


    To upload a file from your computer, click the 'Browse' button and locate the file.


    To upload a file from another URL, enter the full URL for the file in the second box on this page.
    Once you have completed one of the boxes, click 'Upload'.


    Once the upload is completed the file name will appear below the input boxes in this window.
    You can then close the window to return to the new post screen.

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