Re: [R] question about rolling regressions

2010-05-07 Thread Dipankar Basu
Thanks. On Thu, May 6, 2010 at 7:49 PM, Gabor Grothendieck wrote: > See ?rollapply in the zoo package. > > On Thu, May 6, 2010 at 6:20 PM, Dipankar Basu wrote: > > Hi All, > > > > I am using R 2.11.0 on a Ubuntu machine. I have a time series data set > and > > want to run rolling regressions wit

Re: [R] question about rolling regressions

2010-05-06 Thread Gabor Grothendieck
See ?rollapply in the zoo package. On Thu, May 6, 2010 at 6:20 PM, Dipankar Basu wrote: > Hi All, > > I am using R 2.11.0 on a Ubuntu machine. I have a time series data set and > want to run rolling regressions with it. Any suggestions would be useful. > > Here are the details: > > (1) I convert

[R] question about rolling regressions

2010-05-06 Thread Dipankar Basu
Hi All, I am using R 2.11.0 on a Ubuntu machine. I have a time series data set and want to run rolling regressions with it. Any suggestions would be useful. Here are the details: (1) I convert relevant variables into time series objects and compute first differences: vad <- ts(data$ALLGVA/data$