Regressing by Rolling Time

[ng singlan <singlan4rock9@yahoo.com>]

Hi,

 

Does anyone know that can S-Plus handle Regression by Rolling Time? For example, analyzing data for a time period of say May 2001-May 2006, then for a time period of Jun 2001-Jun 2006, then for a time period of July 2001-July 2006.

 

I know that S-Plus FinMetrics can do for a time period of say from May 2001-May 2006, then for a time period from May 2001- Jun 2006, then for a time period from May 2001-July 2006, which the end date is increasing but the start date is still the same. But i need to do the regression which both of the start date and end date is increasing(+1)

 

I would like to know also can S-Plus handle panel data and cross sectional time regression.

 

Thank you.

 

Best Regards,

NSL

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