RainbowStats™ · Series commands
ROLL_BETA
Compute a rolling regression slope.
Syntax
ROLL_BETA(firstSeries,secondSeries,window)Example or template
ROLL_BETA(LOGDIFF(INDPRO),LOGDIFF(PAYEMS),12)Details
Aligns the two inputs through getSameDateRange. Window must exceed 1. The first window-1 outputs are NaN; NaNs within a full window propagate. The original helper treats the FIRST input as x and the SECOND as y: slope of y on x. This argument direction is preserved.
Uppercase placeholder names such as SOURCE or OUTCOME_LIST refer to variables you supply. Result-specific EXTRACT keys have not been inventoried for these commands.