

On 28-12-2009, at 13:53, Saji Ren [via R] wrote:

> thanks, man. And what a stupid mistake!!! 
> 

My pleasure.
> Plus, do you know any package in R that perform good rolling estimation? 
> 

No.
But I did a search on "rolling estimation" in the R-help mailing list on Nabble and found this

http://n4.nabble.com/How-to-compute-Rolling-analysis-of-Standard-Deviation-using-ZOO-package-td862392.html#a862392

I then had a look at the help in the zoo package  for rollapply.
>From the examples I see that rollapply can be used for a rolling regression.
Good luck.

Berend


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