Rolling Regression Calculator

Rolling Regression Calculator

X (Independent Variable, comma-separated): Y (Dependent Variable, comma-separated):

Window Size (periods):

Results

How to Use This Tool:

1. Enter X and Y data series (must be same length)
2. Set the window size (minimum 3 periods)
3. Click "Calculate Regression"
4. Results show: Slope, Intercept, and R-squared for each window

Rolling Regression fits Y = a + bX for each moving window, showing how the relationship changes over time.