[R] Rolling regressions with sample extended one period at a time

[pie']

hey, 


thanks for the hint. I too figured I'd have to write a for-loop. I have the
problem now of how to extract the single element of the fitted values
vector. For example, run 1 of the regression generates 80 fitted values, run
2 generates 81 fitted values, run 3 produces 82 fitted values and so on. I
need to extract the 80th, 81st, 82nd (all the last values generated at every
run) value into a separate vector. I know that lm (and glm) provides a
specific function for extracting  the predicted values but I don't know how
to use it inside a loop. Can you suggest anything?


P.

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