MOVREG <data> / K.Vehkalahti 1994,1998
performs moving linear regression analysis by orthogonalization
(based on singular value decomposition).
The model is specified by activating variables with Y and X's.
The constant term is omitted by setting CONSTANT=0.
The span length must be specified by SPAN=<#obs>.
The following masks for output variables may be used:
R: residuals,
P: predicted values,
r: squared multiple correlations (R^2)
V: residual variances
B: regression coefficients
S: standard errors of the regression coefficients
T: t-values (regr.coeffs/stderrs)
The number of B's, S's and T's must be the same as the number of
the parameters in the model (the X-variables and the constant).
R = More information on regression analysis