[R] rollingRegression() Problem / Error in nrow(x)

nmarti nate318i at yahoo.com
Tue Jun 10 15:25:03 CEST 2008


I am tring to use the rollingRegression function from PerformanceAnalytics. 
When I apply the function to R stock data (Boston), the function works fine. 
But when I try to apply it to data that I imported from excel, using
xlsReadWrite, I recieve an error message:

> Error in nrow(x): subscript out of bounds

So maybe it's not a function problem, maybe it's a data problem, I don't
know.  Im using the code:

> reg <- rollingRegression( lm( y ~ x ), data, 10 )

Any thoughts on why I'm recieving the errror message would be appreciated.
Thanks
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