Re: [R] Iterative regression through a series

2013-04-05 Thread triskell4-umbre...@yahoo.fr
nd several future projects much more streamlined.   Regards, Mendi De : Rui Barradas Cc : "r-help@r-project.org" Envoyé le : Mercredi 3 avril 2013 3h43 Objet : Re: [R] Iterative regression through a series Hello, I've made a samll change t

Re: [R] Iterative regression through a series

2013-04-03 Thread Rui Barradas
"triskell4-umbre...@yahoo.fr" Cc : "r-help@r-project.org" Envoyé le : Mardi 2 avril 2013 11h51 Objet : Re: [R] Iterative regression through a series Hello, The error comes from NAs where you would expect coefficients. Try the following. set.seed(7511) # Make the example repro

Re: [R] Iterative regression through a series

2013-04-02 Thread Mark Leeds
> Mendi > > > > De : Michael Weylandt > À : Rui Barradas > > @r-project.org" > Envoyé le : Mardi 2 avril 2013 11h58 > Objet : Re: [R] Iterative regression through a series > > Also look at zoo's rollapply. > > MW

Re: [R] Iterative regression through a series

2013-04-02 Thread David Chertudi
.   Mendi De : Michael Weylandt À : Rui Barradas @r-project.org" Envoyé le : Mardi 2 avril 2013 11h58 Objet : Re: [R] Iterative regression through a series Also look at zoo's rollapply. MW On Apr 2, 2013, at 13:51, Rui Barradas wrote: >

Re: [R] Iterative regression through a series

2013-04-02 Thread triskell4-umbre...@yahoo.fr
 : Rui Barradas Cc : "r-help@r-project.org" Envoyé le : Mardi 2 avril 2013 11h51 Objet : Re: [R] Iterative regression through a series Hello, The error comes from NAs where you would expect coefficients. Try the following. set.seed(7511)  # Make the example reproducible N <-

Re: [R] Iterative regression through a series

2013-04-02 Thread Michael Weylandt
Also look at zoo's rollapply. MW On Apr 2, 2013, at 13:51, Rui Barradas wrote: > Hello, > > The error comes from NAs where you would expect coefficients. Try the > following. > > > > set.seed(7511) # Make the example reproducible > > N <- 100 > Time <-1:N > Price <- rnorm(N, 8, 2) > >

Re: [R] Iterative regression through a series

2013-04-02 Thread Rui Barradas
Hello, The error comes from NAs where you would expect coefficients. Try the following. set.seed(7511) # Make the example reproducible N <- 100 Time <-1:N Price <- rnorm(N, 8, 2) estim <- numeric(N) # It's better to allocate the results error <- numeric(N) # vectors in advance for (i

[R] Iterative regression through a series

2013-04-02 Thread triskell4-umbre...@yahoo.fr
Hello, Some context:  let's say I have a data series (let's call it PRICE, for simplicity), sample size N.  I have a desire to regress that on TIME, and then to use the TIME and intercept coefficients to predict the price in the next period and to use the standard error to calculate a confiden