waynelapierre

The R package vars has a VARselect function that identifies the best lags, a causality function that tests causality direction, a fevd function that does error variance decomposition, etc. https://cran.r-project.org/web/packages/vars/index.html...

> See https://github.com/geany/geany-plugins/tree/master/autoclose Thanks for the info but I found it difficult to install such a plug-in. Would you consider adding native support for auto-close angle brackets? Parentheses, square brackets,...

Any updates on this PR?

It seems this package is no longer maintained anymore.

Any update?

https://stackoverflow.com/questions/59361325/how-to-get-a-rolling-window-regression-in-julia https://github.com/jjf234/roll/blob/master/src/roll.cpp

yes, the rolling function should be able to regress one stream of ys on one stream of xs or multiple streams of xs (x1, x2, x3, etc.).

in finance, it is common to use rolling regressions to estimate various measures of volatilities.

My script is as below, I am sorry I cannot post my password and username here. ``` library(tidyverse); library(zoo) require(data.table); library(lubridate) ### WRDS CONNECTION ### library(RPostgres) wrds

I didn't know that the inline package can work with Fortran. The R package dotCall64 is also very useful. By the way, could you publish this RFI package in CRAN?