rollRegres
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Compute standard errors
Add standard errors for the coefficients as a possible output. The Choleksy decompaction of the inner product of the covariance matrix is computed so this should be straight forward to implement.
The feature is requested in this Stackoverflow comment: https://stackoverflow.com/questions/23162937/the-rolling-regression-in-r-using-roll-apply/52457815?noredirect=1#comment121401460_52457815