My MatLab skills are very very basic and I need your help, because i can't find the right answer here.
So for an assignment I have to compute some long-horizon predictive regressions. Univariate, bivariate and multiple.
I collected all my monthly data (From 1963:07 to 2016:12) for the dependend and the independend variables and my task is now to compute monthly long-horizon predictive regressions with the forecasting horizons 1,6,9,12,24,36 and 48 months. I need the R² and t-statistics for each of those horizons.
So i only know how to do basic linear regressions and I am completly lost now. I have no idea how to compute those different forecasting horizons.
So does anyone know the right solution to my problem or could help me?
Thanks in advance!