search for: bymonth2010

Displaying 1 result from an estimated 1 matches for "bymonth2010".

2010 Jul 04
1
lm( y ~ A/x ) ... how do I extract the coefficients by factor?
When regressing by month, how do I get the coefficients out into a new data set? I'm looking for [ month, a, b, c ] from the Pastor-Stambaugh model I'm using which is: r[i+1] = a + b * r[i] + c * v[i] + e the model I'm using wants to create a new dataseries based on the coefficient in each month. I'm doing a simple linear regression on DataSet, and >