How to Perform Rolling Regression in R

[@stephenhilton2255]

If you group_by the stock, would that prevent you from needing to run it in a loop? Or would these not recognize the grouping?

[@frankmeier7595]

I am new in working with R, so you might correct me but I was not able to get it working by grouping for stocks. Maybe @The Data Hall can demonstrate how to use rolling regression on more then 1 company with multiple Facots like HML, SMB and Mkt-Rf on a month base.

[@thedatahall]

@frankmeier7595 you can email me your data and code i will look into it

[@frankmeier7595]

can you share the complete code?

[@thedatahall]

Thanks for identifying. I have added it in the description.