Created
April 20, 2016 11:44
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Rolling window linear model
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| tt <- data.frame(YEAR = seq(1981, 2010, by = 1), | |
| INDICATOR = rnorm(n = 30)) | |
| library(zoo) | |
| dolm <- function(x) { | |
| SE <- summary(lm(INDICATOR ~ ., data = as.data.frame(x)))$sigma | |
| SLOPE <- summary(lm(INDICATOR ~ ., data = as.data.frame(x)))$coefficients[1] | |
| return(list(standard.error = SE, slope = SLOPE)) | |
| } | |
| rollapplyr(tt, width = 5, dolm, by.column = FALSE) |
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