- 1. Regressing by Rolling Time (score: 1)
- Author: ng singlan <singlan4rock9@yahoo.com>
- Date: Wed, 17 May 2006 23:30:27 -0700 (PDT)
- Hi,<?xml:namespace prefix = o ns = "urn:schemas-microsoft-com:office:office" /><o:p></o:p> <o:p></o:p> Does anyone know that can S-Plus handle Regression by Rolling Time? For example, analyzing data
- /archives/html/s-news/2006-05/msg00062.html (8,781 bytes)
- 2. Re: Regressing by Rolling Time (score: 1)
- Author: "Eric Zivot" <ezivot@u.washington.edu>
- Date: Thu, 18 May 2006 10:47:40 -0700
- The splus function aggregateSeries together with the lm function can be used to do the rolling regression you describe. The lme and nlme libraries have functions for panel data regression. --Original
- /archives/html/s-news/2006-05/msg00064.html (11,488 bytes)
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