FLS

The FLS command implements time-varying linear regression via flexible least squares.

In general, the format is:

  FLS depvar indeps / options

where depvar is the dependent variable and indeps is a list of independent variables with coefficients which evolve over time.

The available options are:

Option Description
GRAPH Plot the time paths of the coefficients with GNUPLOT.
PCOEF Print the sequence of coefficient estimates.
COEF= Saves the FLS estimates in a N x K matrix.
DELTA= Specifies the smoothing weight in the range (0,1). The default value is DELTA=.5.

Other available options: 
MAX, NOCONSTANT, BEG=, END=, PREDICT=, RESID=