Perhaps zoo::rollapply from the zoo package can get you started. Michael
On Tue, Mar 13, 2012 at 4:49 PM, pie' <tcpie...@yahoo.it> wrote: > Hi, > > I would like suggestions as to how to perform rolling regressions with the > window extended one period at a time. That is, an initial sample period is > passed to estimation and that very sample is then extended one period at a > time through the remaining sample. Is there a specific package? > > Thnks. > > P. > > -- > View this message in context: > http://r.789695.n4.nabble.com/Rolling-regressions-with-sample-extended-one-period-at-a-time-tp4470316p4470316.html > Sent from the R help mailing list archive at Nabble.com. > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
