moving不支持返回两个值。
我自定义了一个一元wls函数,同时返回adjR2和stderror,full sample测试自定义函数成功,但是做moving计算报错,请问什么原因?
def mwlsyx(Y,X){
temp = table(Y,X)
temp[~weight1"] = 1.0
temp = select *, cumsum(weight1)/sum(cunsun(weightl)) as weight2 fron temp
res = wls(temp[ Ret], temp[ Ret lKT], temp[ weight2], intercept-false, node-2)
return (res[ RegressionStat] [0,1], res[ RegressionStat][2,1])
}