search for: ncoef

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

Btw, in the earlier mail i forgot to mention what the error message was. The R console tells us that: "Error in matrix(0, ncoef, ncoef) : invalid 'nrow' value (too large or NA)" before it has done any estimations. i couldnt attach the data in the mail, so i write it manually in text. Datum Kurs 2004-12-21 -0,001648178 2004-12-22 -0,008336043 2004-12-23 -0,010219165 2004-12-27 0 2004-12-28 0 2004-12-29 0 2004-...