# rollSFM

From TTR v0.23-1
by Joshua Ulrich

##### Analysis of Running/Rolling/Moving Windows

Various functions to analyze data over a moving window of periods.

- Keywords
- ts

##### Usage

`rollSFM(Ra, Rb, n = 60)`

##### Arguments

- Ra
Object coercible to xts or matrix, containing the excess return for an individual security

- Rb
Object coercible to xts or matrix, containing the market / benchmark return

- n
Number of periods to use in the window

##### Value

A object of the same class as `Ra`

(and `Rb`

?) or a vector
(if `try.xts`

fails).

- rollSFM
returns single-factor model parameters and R-squared over a n-period moving window.

##### References

The following site(s) were used to code/document this indicator: http://en.wikipedia.org/wiki/Simple_linear_regression

*Documentation reproduced from package TTR, version 0.23-1, License: GPL-2*

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