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Ask Time:2020-02-24T01:14:31 Author:mar
How do you set up a linear regression with an expanding window in R without using packages?
What is the best way to set up a for loop so that the regression is done first with 30 days of data, then 31 days, then 32, etc?
How do you set up a linear regression with an expanding window in R without using packages? What is the best way to set up a for loop so that the regression is done first with 30 days of data, the...
I would like to do a rolling linear regression, with expanding window, between two variables in a data frame, grouped by a third categorical column. For example, in the toy data frame below, I wo...
I am new to R and I am trying to run rolling regressions with an expanding window (that is for each date t use data up to t), with two independent variables in a data frame grouped by a categorical
I am trying to write a program to determine the slope and intercept of a linear regression model over a moving window of points, i.e. from (x1, y1) to (x2, y2) and then from (x2, y2) to (x3, y3). I...
Hi does anybody know if the RollingOLS module can do an expanding window regression. It seems to me natural if one specifies a min_nobs number and then specifies a either a very large number (>=...
I need to perform a rolling linear regression for X periods at a time. I have the following pandas dataframe: value 0 4354 1 7564 2 657 3 7876 I can perform a linear regression on the whole
I am trying to run an expanding window regression for some columns of my data. I would like to record the coefficients but would also like that my regression window has a minimum number of observat...
This question has been asked but wasn't answered (Circular-linear regression from circular package in R not working). I'm using the circular package in R to do circular-linear regression, and am g...
I have a data set with several grouping variables on which I want to run a rolling window linear regression. The ultimate goals is to extract the 10 linear regressions with the lowest slopes and av...
I am trying to do PCA on expanding window of data and use those principal components in expanding window regression to generate forecasts. Since I have to do this for multiple models, I have writte...