# calculation of beta's of a multiple regression (rolling window)

1. ## calculation of beta's of a multiple regression (rolling window)

Hi everybody,

I have to calculate the intercept and beta's of a multipe regression.
The problem is that it should be in this way that e.g. intercept is in 1 particular cel, beta 1 in another particular cel, ect.
The reason that it should be in this way is because I work with a rolling window method, so every month I should estimate the intercept and beta's.
With the help of a small excel-file it will certainly become clear what I mean. Hopefully it is possible to do so.

Mathieu

Multiple regression.xlsx  Register To Reply

2. ## Re: calculation of beta's of a multiple regression (rolling window)

If something is not clear feel free to message me back   Register To Reply

3. ## Re: calculation of beta's of a multiple regression (rolling window)

mathieuv,

http://www.excelkey.com/forum/viewtopic.php?f=2&t=757  Register To Reply

4. ## Re: calculation of beta's of a multiple regression (rolling window) Originally Posted by Charles mathieuv,

http://www.excelkey.com/forum/viewtopic.php?f=2&t=757

Sorry for this. I will let you know for sure if the problem is solved on another forum.  Register To Reply

5. ## Re: calculation of beta's of a multiple regression (rolling window)

Select J12:O12. in the formula bar, paste

=LINEST(B2:B12, C2:G12)

Don't press Enter; instead, press and hold the Ctrl and Shift keys, then press Enter,

Copy down.

Note the order of the coefficients ``Please Login or Register  to view this content.``  Register To Reply

6. ## Re: calculation of beta's of a multiple regression (rolling window)

many thanks for your help    Register To Reply