RainbowStats™ · Series commands

ROLL_OLS

Compute a rolling OLS fitted value.

Syntax

ROLL_OLS(firstSeries,secondSeries,window)

Example or template

ROLL_OLS(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: last in-window fitted y from a regression of y on x with an intercept. 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.