R help - Apr 2012 - for help

Hi, we have a problem concerning the use and forecasting on the GARCH (1,
1) on financial data.
 We would like to make predictions on future returns in a loop which moves
the window of estimation forward one unit for each iteration. Our code is
as follows:
 > BJORN <-
read.table("C:/Users/Osvald/Desktop/DATATILLUPPSATS.txt",
+ header=TRUE, sep="\t", na.strings="NA", dec=",",
strip.white=TRUE)
> t <- as.timeSeries(BJORN)
> start=length(t[2:1834])
> end=length(t)
> fore = array(0, dim=(end-start))
> for (i in start:end) {
 +fit <- garchFit(formula =garch(1,1), data = t[1:i])
 +pred <- predict(fit, n.ahead=1)
 +fore[i-start+1] = pred[,1]
+ }

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I'm new to R.

I have two data frames I need to merge. One has an ID column the 
other does not, but both have the same number of rows that are 
ordered in the same way - e.g., row 1 is the same person in both data 
frames. For this reason, there is no need to sort or specify a "by"
column.

I can't seem to figure out how to do this from anything I can find on-line.

Can someone point me in the right direction ?

Thanks

Jeff