Hi, I took a look at the documentation concerning rollapply and it doesnt seem to be the command I need. Just to be more clear, on an initial sample of 80 observations I want to perform a probit regression and save the fitted probabilities in a vector. Subsequently another probit is run on the sample 1-81 with relative save of the fitted probabilities. And so again for the sample 1-82, 1-83, 1-84 etc... through the end of the sample. Does rollapply allow me to do this?
P. -- View this message in context: http://r.789695.n4.nabble.com/Rolling-regressions-with-sample-extended-one-period-at-a-time-tp4470316p4471995.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
