Rolling regression coeficients

Machine Learning and Modeling
1

Hi!

I just learn the modeltime package, and tidymodels package.

I would like to run a rolling regression, and I want to get the rolling coeficients:
Y = \alpha_t X1 + \beta_t X2

2

Hi @willmjr,

Check out the broom package for summarizing objects output from modelling, and the coef() function if you want to extract specific coefficients yourself.