I have an xts of 1033 daily returns points for 5 currency pairs on which I want to run a rolling window regression, but rollapply is not working for my defined function which uses lm(). Here is my data:I have an xts of 1033 daily returns points for
I have an xts of 1033 daily returns points for 5 currency pairs on which I want to run a rolling window regression, but rollapply is not working for my defined function which uses lm(). Here is my data:I have an xts of 1033 daily returns points for