Hi everyone,
I want to calculate the beta of the stock market using the CRSP data. The RANGESTAT is, for an interval of 5, regressing on 1to5, 2 to6 and so on. however, I want to run a regression on observations like 1 to 5 then 6 to 10 and so on. I looked up the help of this command and didn't find anything for that. I appreciate if you can help me.