title: Stata ' rolling ' command: saving variables instead of .dta files
body: <p>I am using the rolling command in a foreach loop:</p>
  
  <pre><code>use "MyFile.dta"
  tsset time, monthly
  
  foreach i of varlist var1 var2 {
  rolling _b, window(12) saving(beta_`i'): reg `i' DependentVariable
  }
  </code></pre>
  
  <p>Now, this code saves a different file for each rolling regression. What I would really like is to save each vector of betas obtained from the rolling estimation as a variable.
  The final result I would like to obtain is a dataset with a time variable and a "beta_var#" variable for each rolling:</p>
  
  <pre><code> time    | beta_var1 | beta_var2 
  _________|___________|__________
   1990m1  |    ##     |  ##
   1990m2  |    ##     |  ##
   ...     |    ##     |  ##
   200m12  |    ##     |  ##
   1990m1  |    ##     |  ##
  </code></pre>
  
  <p>(PS: secondary question: is there a shortcut to indicate a varlist = to all the variables in the dataset?)</p>