[R-SIG-Finance] Fwd: Re: looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.

[Deb Midya]

Andrew,
   
  Thanks in advance.
   
  I have run your code and it works well. Will you please clarify the error below:
   
  Error in getrffBeta("BNI", span = 60) : could not find function "rollapply".

  It is required to put appropriate package using require(?) to incorporate the function "rollapply".
   
  May I request you to provide some literature on above topics.
   
  Thanks,
   
  Deb
  
Note: forwarded message attached.

 	
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