Create a loop to find Beta for each period, OLS

Hi,

I'm computing OLS for a work and I'd like to know how to create a vector of a Beta for every period in order to do a plot of the Beta over time.

I think that we have to create a loop to compute a beta for each period (i=1:2826) but it doesn't work...

Here is my draft if you want to understand what I mean :

Y1=Total_R;
XBeta=[Oil_R];
TitleBeta={'Oil return'};
for i=1:2826
    OLSBeta=LinearModel.fit(XBeta,Y1,'Intercept',true); 
    display(OLSBeta.Coefficients(2,1))
end

But when I do this, I only receive the Beta for the entire period..

Thank you for your answer

Answer 1

[the cyclist]

The first thing I notice is that absolutely nothing inside of your for loop depends on i. So, the output of your loop will be identical for every iteration.

[userch9]

Thank you for your quick answer (I'm a bit lost in loops..)

Is that better?

Y1=Total_R;
XBeta=[Oil_R];
TitleBeta={'Oil return'};
for i=1:2826
    while i<2826 
    OLSBeta=LinearModel.fit(XBeta(i),Y1(i),'Intercept',true); 
    display(OLSBeta.Coefficients(2,1))
    end
end

Thank you!

[the cyclist]

You shouldn't need that inner while loop at all. Just the single loop over your indexing variable i.

What size are Total_R and Oil_R?

Better yet, upload a MAT file with those variables.