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Fixed Window Regression

Usage

lm_fenetre_fixe(formula, data, nbw = 1)

Arguments

formula

a formula object.

data

time series data.

nbw

number of windows.

Value

Return an object of class "lmffixe". Return all models, from which we can extract the usual coefficients, residuals, and fitted.values. And the divisor chosen by the function (arbitrary the middle one), the period, i.e. the length of each sub models, and the frequency of the data.