But after looking through rollapply I still don't seem to be able to implement it to my problem.
Could you make it more explicit for me to understand? B -- View this message in context: http://r.789695.n4.nabble.com/Rolling-Sample-VAR-tp4631328p4631430.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.