我必须根据每日数据进行滚动回归 . 我使用过去三周的每日回报作为估计窗口，并且估计回归一周向前推进一周，生成时间序列估计的beta.i只需要在每周结束时获得beta . 我知道我应该在 zoo 包中使用 rollapply . 但我不知道该怎么做 .
数据示例：
stock day week y x
"00001" 2009-01-02 2009-01 0.89 2.45
"00001" 2009-01-03 2009-01 1.21 1.90
"00001" 2009-01-04 2009-01 0.12 0.89
"00001" 2009-01-05 2009-01 1.45 2.78
"00001" 2009-01-06 2009-01 1.98 0.98
"00001" 2009-01-09 2009-02 3.34 1.23
"00001" 2009-01-10 2009-02 0.12 0.89
"00001" 2009-01-11 2009-02 1.45 2.78
"00001" 2009-01-13 2009-02 1.98 0.98
"00001" 2009-01-16 2009-03 3.38 0.93
"00001" 2009-01-17 2009-03 6.56 3.90
"00001" 2009-01-18 2009-03 5.09 3.45
"00001" 2009-01-19 2009-03 5.89 3.78