请教 rolling regression

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Space Methods. Oxford University Press, Oxford
2. Koopman, S.-J., N. Shephard, and J.A. Doornik (2001). “Statistical
Algorithms for State Space Models Using SsfPack 2.2,” Econometrics
Journal, 2, 113-166.
3. Zivot, E. and J. Wang (2002). Modeling Financial Time Series with
S-PLUS. Springer-Verlag, New York.