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Trying to write a loop to run a regression on multiple portfolios. It's over a 3 year moving window (so 1990-1993, 1991-1994, 1992-1995,...) and I would like to store the data in another dataframe and be able to access a particular portfolio and year. How can I get the data only from the 3 year window? This is the start I have, any tips? (I am a beginner programmer, thanks for any help!)

for i in range (4):
 reg = smf.ols('LS_ret'+str(i)+'~ExMkt+HML+SMB', data=portfolioLS).fit()
 reg.summary()
 year = 1990
 outcome = pd.DataFrame()
 outcome = reg['LS_ret'+str(i)+year]
 while year in range (1990,2017):
 year = year + 1

python loops while-loop regression

share|improve this question

asked Mar 25 at 1:29

aceace

11

• 
  
  
  

  
  

  
  
  
  
  
  

  
  
  Each time the for loop runs, year is reset to 1990.
  
  – James Phillips
  Mar 25 at 13:18
  

  
  
  
  

add a comment | 

0

Trying to write a loop to run a regression on multiple portfolios. It's over a 3 year moving window (so 1990-1993, 1991-1994, 1992-1995,...) and I would like to store the data in another dataframe and be able to access a particular portfolio and year. How can I get the data only from the 3 year window? This is the start I have, any tips? (I am a beginner programmer, thanks for any help!)

for i in range (4):
 reg = smf.ols('LS_ret'+str(i)+'~ExMkt+HML+SMB', data=portfolioLS).fit()
 reg.summary()
 year = 1990
 outcome = pd.DataFrame()
 outcome = reg['LS_ret'+str(i)+year]
 while year in range (1990,2017):
 year = year + 1

python loops while-loop regression

share|improve this question

asked Mar 25 at 1:29

aceace

11

• 
  
  
  

  
  

  
  
  
  
  
  

  
  
  Each time the for loop runs, year is reset to 1990.
  
  – James Phillips
  Mar 25 at 13:18
  

  
  
  
  

add a comment | 

Trying to write a loop to run a regression on multiple portfolios. It's over a 3 year moving window (so 1990-1993, 1991-1994, 1992-1995,...) and I would like to store the data in another dataframe and be able to access a particular portfolio and year. How can I get the data only from the 3 year window? This is the start I have, any tips? (I am a beginner programmer, thanks for any help!)

for i in range (4):
 reg = smf.ols('LS_ret'+str(i)+'~ExMkt+HML+SMB', data=portfolioLS).fit()
 reg.summary()
 year = 1990
 outcome = pd.DataFrame()
 outcome = reg['LS_ret'+str(i)+year]
 while year in range (1990,2017):
 year = year + 1

python loops while-loop regression

share|improve this question

asked Mar 25 at 1:29

aceace

11

for i in range (4):
 reg = smf.ols('LS_ret'+str(i)+'~ExMkt+HML+SMB', data=portfolioLS).fit()
 reg.summary()
 year = 1990
 outcome = pd.DataFrame()
 outcome = reg['LS_ret'+str(i)+year]
 while year in range (1990,2017):
 year = year + 1

share|improve this question

asked Mar 25 at 1:29

aceace

11

share|improve this question

asked Mar 25 at 1:29

aceace

11

asked Mar 25 at 1:29

aceace

11

asked Mar 25 at 1:29

aceace

11