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...batch and R file into a single file on non-UNIX systems. It would cause all lines until a line starting with #!Rscript to be skipped by the R processor. See: https://www.stat.math.ethz.ch/pipermail/r-devel/2007-January/044433.html Also see http://www.datafocus.com/docs/perl/pod/perlwin32.asp#running_perl_scripts since the same considerations as for Perl scripts applies. There is also some discussion here: https://stat.ethz.ch/pipermail/r-help/2007-November/145279.html https://stat.ethz.ch/pipermail/r-help/2007-November/145301.html Low 7. Define Lag <- function(x, k...