Hi all!
I am just starting my adventure with R, so excuse me naive questions. My data look like that: <http://r.789695.n4.nabble.com/file/n4681391/data_descr_img.jpg> I have 3 independent variables (F.1, F.2 and F.3) and 334 other variables (r.1, r.2, ... r.334) - each one of these will be dependent variable in my regression. Total span of the time is 154 observations. But I would like to have rolling window regression with length of 31 observations. I would like to run script like that: summary(lm(r.1~F.1+F.2+F.3, data=data)) vif(lm(r.1~F.1+F.2+F.3, data=data)) But for each of 334 (r.1 to r.334) dependent variables separately and with rolling-window of the length 31obs. Id est: summary(lm(r.1~F.1+F.2+F.3, data=data)) would be run 123 (154 total obs - 31. for the first regression) times for rolling-fixed period of 31 obs. The next regression would be: summary(lm(r.2~F.1+F.2+F.3, data=data)) also 123 times ... and so on till summary(lm(r.334~F.1+F.2+F.3, data=data)) It means it would be 123 x 334 regressions (=41082 regressions) I would like to save results (summary + vif test) of all those 41082 regressions in one read-user-friendly file like this given by e.g command capture.output() Could you help with it? Regards, T.S. [[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.
