Do Regressions every 12 periods

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Ana
Ana il 7 Apr 2014
Commentato: Star Strider il 7 Apr 2014
Hi! How can I do regressions for a time series data every 12 periods? I mean, I have monthly data and i would like to do a regression for each 12 months, corresponding to a regression every year. Does anyone know how to do this? Thank you.

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Star Strider
Star Strider il 7 Apr 2014
If your data are in a vector, use reshape to create an (Nx12) matrix from it, then do the regressions on the rows.

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