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]]

