search for: gdpdef

...? What should X look like? How does m0 relate to parm()? I would be grateful if someone would be willing to glance at the code. Thanks. Michael library(quantmod) library(dlm) ## Get and organize the data getSymbols("UNRATE",src="FRED") ## Unemployment rate getSymbols("GDPDEF",src="FRED") ## Quarterly GDP Implicit Price Deflator u <- aggregate(UNRATE,as.yearqtr,mean) gdpdef <- aggregate(GDPDEF,as.yearqtr,mean) pi <- diff(log(gdpdef))*400 pilag <- lag(pi,-1) tvnairu <- cbind(pi,pilag,u) tvnairu.df <- subset(data.frame(tvnairu), !is.na(pi...

...All, I am using R 2.11.0 on a Ubuntu machine. I have a time series data set and want to run rolling regressions with it. Any suggestions would be useful. Here are the details: (1) I convert relevant variables into time series objects and compute first differences: vad <- ts(data$ALLGVA/data$GDPDEF, start=1948, frequency=1) emp <- ts(data$ALLEMP, start=1948, frequency=1) vad.dif1 <- diff(vad) emp.dif1 <- diff(emp) (2) I make a data set: d <- ts.union(emp.chng=emp.dif1,lag.emp.chng=lag(emp.dif1,-1),twolag.emp.chng=lag(emp.dif1,-2), vad.chng=vad.dif1,lag.vad.chng=lag(vad.dif1,-1)...