Do Regressions every 12 periods

Hi! How can I do regressions for a time series data every 12 periods? I mean, I have monthly data and i would like to do a regression for each 12 months, corresponding to a regression every year. Does anyone know how to do this? Thank you.

Answer 1

[Star Strider]

If your data are in a vector, use reshape to create an (Nx12) matrix from it, then do the regressions on the rows.

[Ana]

Thank you!

[Star Strider]

My pleasure!