Rolling Sample VAR

But after looking through rollapply I still don't seem to be able to
implement it to my problem.

Could you make it more explicit for me to understand?

PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html and provide commented, 
minimal, self-contained, reproducible code.

Otherwise, it is unlikely you get more help. And don't forget to quote 
the original question and the rest of the thread. I do not keep old 
R-help mails around.

Uwe Ligges

B

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.