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movingwindow
2004 Apr 24
4
Moving window regressions - how can I improve this code?
I wrote a function which does "moving window" regressions. E.g. if
there are 100 observations and the window width is 50, then I first
run the regression for observations 1..50, then for 2..51, and so on.
I am extremely pleased with R in my experience with writing this,
since I was able to pass the model as an argument into the function
:-) Forgive me if I sound naive, but that's