You can use predict() just as you would anywhere else: for(i in 80:100){ predict(lm(y ~ x, data = dats[1:i, ]), newdata = ???) }
Michael On Fri, Mar 16, 2012 at 8:12 AM, pie' <tcpie...@yahoo.it> wrote: > hey, > > > thanks for the hint. I too figured I'd have to write a for-loop. I have the > problem now of how to extract the single element of the fitted values > vector. For example, run 1 of the regression generates 80 fitted values, run > 2 generates 81 fitted values, run 3 produces 82 fitted values and so on. I > need to extract the 80th, 81st, 82nd (all the last values generated at every > run) value into a separate vector. I know that lm (and glm) provides a > specific function for extracting the predicted values but I don't know how > to use it inside a loop. Can you suggest anything? > > > P. > > -- > View this message in context: > http://r.789695.n4.nabble.com/Rolling-regressions-with-sample-extended-one-period-at-a-time-tp4470316p4478016.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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.