# 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

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

If something is not clear feel free to message me back

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

mathieuv,

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

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.

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.``

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

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

#### 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