\HeaderA{rollingRegression}{Rolling Regression on Returns}{rollingRegression}
\keyword{ts}{rollingRegression}
\keyword{multivariate}{rollingRegression}
\keyword{distribution}{rollingRegression}
\keyword{models}{rollingRegression}
\begin{Description}\relax
calculates rolling regression statistics on a return stream.
\end{Description}
\begin{Usage}
\begin{verbatim}
rollingRegression(formula, data, width, ...)
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{formula}] regression formula for \code{\LinkA{lm}{lm}} 
\item[\code{data}] data set for \code{\LinkA{lm}{lm}} 
\item[\code{width}] size of the window over which to roll 
\item[\code{...}] any other passthru parameters 
\end{ldescription}
\end{Arguments}
\begin{Note}\relax
This code was posted by Douglas Bates to the R-help mailing list in response to a question posted by Ajay Shah.
For the full discussion, see:
\url{http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg19544.html}
\end{Note}
\begin{Author}\relax
Douglas Bates
\end{Author}
\begin{References}\relax
\url{http://www.mail-archive.com/r-help@stat.math.ethz.ch/msg19544.html}
\end{References}
\begin{SeeAlso}\relax
\code{\LinkA{lm}{lm}} \\
\code{\LinkA{apply}{apply}}
\end{SeeAlso}

