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.
