Re: [R] how to calculate the statistics of a yearly window with a rolling step as 1 day?

This doesn't work becaues the rollappy is non-overlapping. My rolling step is 1-day and rolling window is 1-year, so there is 364 days overlapping. -- View this message in context: http://r.789695.n4.nabble.com/how-to-calculate-the-statistics-of-a-yearly-window-with-a-rolling-step-as-1-day-tp3891

[R] how to calculate the statistics of a yearly window with a rolling step as 1 day?

Hope someone can help me here. I have a daily time series, say 2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14 .. 2004-02-01 2004-02-04 0.4914798 -1.1857653 -1.6982844 -0.3559572 -0.2333087 ... 0.44553-0.45222 I need to calculate the statistics for the overlappin