title: Rollapply for rolling regression with different window sizes, save coefficients in matrixes
body: <p>I'm trying to perform a rolling linear regression, whit overlapping windows and for different window sizes. I want to save the result in two tables, one with window size and slopes and one wiht window size a and intercepts. </p>
  
  <p>My data set is now saved as a xts object. I'm trying to make a for-loop to generate the different window-sizes and then do a rolling regression between the two variables, with a overlapping window using rollapply. Then I would like that the coefficients for every regression get saved as a row in a matrix, that can be built on, so that every window size corresponds to one row. I have looked at a lot of previous questions, but I can not get it right.</p>
  
  <p>I have hourly data for 2 variables, this is the data for the x-variable:</p>
  
  <pre><code>&gt; dput(Xq$x)
  structure(c(339.76625, 176.7196875, 142.8063125, 118.5785625, 
  102.0514375, 86.01156251, 86.99050001, 85.0089375, 380.0010626, 
  2114.279375, 2157.76875, 2442.575, 2562.6375, 2537.7125, 2581.888125, 
  1947.7575, 834.7918751, 765.1525001, 989.698125, 1433.2, 429.9081251, 
  388.333125, 1500.995, 1523.816625, 1529.090126, 439.746875, 1029.03625, 
  1470.07825, 1454.844813, 1448.8455, 413.7550001, 334.03125, 566.7362501, 
  1609.184375, 1509.266876, 1403.1425, 1142.695625, 795.138125, 
  1562.881875, 933.190625, 549.085625, 500.135, 535.83, 444.3493751, 
  356.386875, 268.1875001, 141.1878125, 119.658875, 162.0425625, 
  153.6944375, 161.0025, 151.37025, 155.9567501, 123.64825, 145.664125, 
  141.4480625, 232.2009375, 913.6480001, 2227.08125, 1870.618751, 
  2190.606251, 1357.81625, 824.555625, 699.99, 703.695, 620.74625, 
  581.2375001, 393.391875, 349.96625, 188.5445625, 154.03125, 142.0825, 
  339.7915625, 139.8941875, 154.6279376, 171.6016875, 151.1387501, 
  159.7665, 168.62025, 180.7596875, 447.2746875, 1550.11625, 1887.275, 
  1446.883125, 699.590625, 983.9925, 1319.62875, 769.505625, 812.713125, 
  638.1437501, 585.8312501, 626.7875, 1924.293125, 629.855625, 
  349.88375, 1038.54875, 1588.82225, 548.3475, 1053.368125, 964.825625, 
  990.324375, 1327.160625, 395.5862501, 421.8154376, 1308.551875, 
  1334.045, 1633.408125, 886.2662501, 1618.7975, 1325.59625, 847.0693751, 
  667.501875, 594.0531251, 249.920625, 210.8869376, 224.3725001, 
  209.6325, 213.64875, 210.3175001, 194.54, 90.1085625, 71.12575001, 
  70.69412501, 69.6075, 68.404625, 67.88837501, 67.317125, 67.220375, 
  67.696625, 273.2732501, 606.475625, 1277.3425, 913.24875, 612.5462501, 
  571.42125, 503.27375, 316.68375, 208.7436251, 127.283, 126.12375, 
  102.504625, 78.7938125, 70.0183125, 69.97900001, 77.7586875, 
  76.60543751, 94.5235625, 103.0095625, 105.1938125, 103.8090625, 
  104.005625, 104.544875, 105.2036875, 104.6611875, 375.7004375, 
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  161.72675, 102.1535, 115.8895, 114.2579375, 95.0023125, 90.72425, 
  84.2715, 71.06631251, 63.39812501, 75.2416875, 73.9420625, 72.26237501, 
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  174.0815, 156.6158126, 117.9345625, 105.095, 90.24362501, 87.08800001, 
  86.1628125, 105.3179375, 107.312625, 114.089, 104.85825, 95.9281875, 
  126.2874375, 529.7325626, 1533.605625, 1089.700625, 760.47, 1905.04125, 
  1744.460625, 1346.120625, 847.90625, 459.4625, 472.11, 474.5068751, 
  481.83875, 937.3618751, 267.1339376, 137.7895625, 124.0425625, 
  188.9461875, 108.8915, 111.67825, 84.319125, 127.1240625, 117.519125, 
  104.16225, 105.2490625, 158.5540625, 1215.278063, 1275.396875, 
  1301.14375, 1108.9225, 1280.390625, 1434.5225, 1038.926875, 599.3218751, 
  665.22875, 646.935, 487.604375, 236.8148126, 300.6626876, 830.2973126, 
  1286.612313, 403.0063751, 405.9081875, 156.5465625, 101.7661875, 
  100.2301875, 144.424625, 126.781125, 143.940625, 365.5354376, 
  849.313125, 1729.3175, 1762.6625, 1733.968751, 1275.4375, 1332.930625, 
  620.5625, 504.115625, 538.4556251, 433.5725, 337.094375, 225.183125, 
  184.7196251, 156.7545, 130.23325, 134.0796875, 145.196125, 153.243, 
  141.096375, 414.8042501, 304.7252501, 204.1889375, 129.7909375, 
  555.0276251, 1734.235625, 1780.209375, 1462.7825, 967.4743751, 
  1248.791875, 1001.655625, 662.92875, 546.801875, 393.72375, 308.85125, 
  259.985625, 280.439375, 274.1312501, 310.0375001, 270.3, 201.9288125, 
  219.6061875, 208.372625, 156.2023125, 162.5355626, 167.823875, 
  151.3928126, 151.42875, 293.7148125, 434.9101875, 943.9243751, 
  995.955, 614.055, 1387.864375, 1752.330626, 1238.1725, 1260.93, 
  565.383125, 253.179375, 275.66625, 280.4912501, 222.684375, 338.079875, 
  201.9365625, 136.7436875, 146.5479375, 142.794625, 150.3969375, 
  134.6478125, 88.22068751, 70.6445, 71.73737501, 243.176, 1559.0925, 
  1527.626876, 1260.648125, 1251.564375, 714.1075001, 1124.58, 
  901.6018751, 551.9075, 303.1025, 355.435625, 372.32375, 235.62125, 
  185.39475, 161.7701876, 155.4823751), index = structure(c(1438380000, 
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  "dates", "times"), tclass = c("chron", "dates", "times"), .indexTZ = "UTC", tzone = "UTC", .Dim = c(360L, 
  1L), .Dimnames = list(NULL, "x")) 
  </code></pre>
  
  <p>And my y-variable:</p>
  
  <pre><code>&gt; dput(Xq$y)
  structure(c(-0.274050833, -0.236638333, -0.1994325, -0.174091667, 
  -0.153273333, -0.136978333, -0.124748333, -0.117348333, -0.147061667, 
  -0.346170833, -0.517939167, -0.575585833, -0.595914167, -0.563639167, 
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  -0.366666667, -0.316356667, -0.3023825, -0.282655, -0.267275833
  ), index = structure(c(1438380000, 1438383600, 1438387200, 1438390800, 
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  1438675200, 1438678800, 1438682400, 1438686000, 1438689600, 1438693200, 
  1438696800, 1438700400, 1438704000, 1438707600, 1438711200, 1438714800, 
  1438718400, 1438722000, 1438725600, 1438729200, 1438732800, 1438736400, 
  1438740000, 1438743600, 1438747200, 1438750800, 1438754400, 1438758000, 
  1438761600, 1438765200, 1438768800, 1438772400, 1438776000, 1438779600, 
  1438783200, 1438786800, 1438790400, 1438794000, 1438797600, 1438801200, 
  1438804800, 1438808400, 1438812000, 1438815600, 1438819200, 1438822800, 
  1438826400, 1438830000, 1438833600, 1438837200, 1438840800, 1438844400, 
  1438848000, 1438851600, 1438855200, 1438858800, 1438862400, 1438866000, 
  1438869600, 1438873200, 1438876800, 1438880400, 1438884000, 1438887600, 
  1438891200, 1438894800, 1438898400, 1438902000, 1438905600, 1438909200, 
  1438912800, 1438916400, 1438920000, 1438923600, 1438927200, 1438930800, 
  1438934400, 1438938000, 1438941600, 1438945200, 1438948800, 1438952400, 
  1438956000, 1438959600, 1438963200, 1438966800, 1438970400, 1438974000, 
  1438977600, 1438981200, 1438984800, 1438988400, 1438992000, 1438995600, 
  1438999200, 1439002800, 1439006400, 1439010000, 1439013600, 1439017200, 
  1439020800, 1439024400, 1439028000, 1439031600, 1439035200, 1439038800, 
  1439042400, 1439046000, 1439049600, 1439053200, 1439056800, 1439060400, 
  1439064000, 1439067600, 1439071200, 1439074800, 1439078400, 1439082000, 
  1439085600, 1439089200, 1439092800, 1439096400, 1439100000, 1439103600, 
  1439107200, 1439110800, 1439114400, 1439118000, 1439121600, 1439125200, 
  1439128800, 1439132400, 1439136000, 1439139600, 1439143200, 1439146800, 
  1439150400, 1439154000, 1439157600, 1439161200, 1439164800, 1439168400, 
  1439172000, 1439175600, 1439179200, 1439182800, 1439186400, 1439190000, 
  1439193600, 1439197200, 1439200800, 1439204400, 1439208000, 1439211600, 
  1439215200, 1439218800, 1439222400, 1439226000, 1439229600, 1439233200, 
  1439236800, 1439240400, 1439244000, 1439247600, 1439251200, 1439254800, 
  1439258400, 1439262000, 1439265600, 1439269200, 1439272800, 1439276400, 
  1439280000, 1439283600, 1439287200, 1439290800, 1439294400, 1439298000, 
  1439301600, 1439305200, 1439308800, 1439312400, 1439316000, 1439319600, 
  1439323200, 1439326800, 1439330400, 1439334000, 1439337600, 1439341200, 
  1439344800, 1439348400, 1439352000, 1439355600, 1439359200, 1439362800, 
  1439366400, 1439370000, 1439373600, 1439377200, 1439380800, 1439384400, 
  1439388000, 1439391600, 1439395200, 1439398800, 1439402400, 1439406000, 
  1439409600, 1439413200, 1439416800, 1439420400, 1439424000, 1439427600, 
  1439431200, 1439434800, 1439438400, 1439442000, 1439445600, 1439449200, 
  1439452800, 1439456400, 1439460000, 1439463600, 1439467200, 1439470800, 
  1439474400, 1439478000, 1439481600, 1439485200, 1439488800, 1439492400, 
  1439496000, 1439499600, 1439503200, 1439506800, 1439510400, 1439514000, 
  1439517600, 1439521200, 1439524800, 1439528400, 1439532000, 1439535600, 
  1439539200, 1439542800, 1439546400, 1439550000, 1439553600, 1439557200, 
  1439560800, 1439564400, 1439568000, 1439571600, 1439575200, 1439578800, 
  1439582400, 1439586000, 1439589600, 1439593200, 1439596800, 1439600400, 
  1439604000, 1439607600, 1439611200, 1439614800, 1439618400, 1439622000, 
  1439625600, 1439629200, 1439632800, 1439636400, 1439640000, 1439643600, 
  1439647200, 1439650800, 1439654400, 1439658000, 1439661600, 1439665200, 
  1439668800, 1439672400), tzone = "UTC", tclass = c("chron", "dates", 
  "times")), class = c("xts", "zoo"), .indexCLASS = c("chron", 
  "dates", "times"), tclass = c("chron", "dates", "times"), .indexTZ = "UTC", tzone = "UTC", .Dim = c(360L, 
  1L), .Dimnames = list(NULL, "y"))
  </code></pre>
  
  <p>My code looks like this: </p>
  
  <pre><code>library(zoo)
  
  mat_slope=matrix(nrow=i)
  mat_intercept=matrix(nrow=i)
  for(i in seq(from=24, to=240, by=24)){
    mov.reg&lt;- rollapplyr(Xq,
                         width= i,
                         by=24,
                         FUN = function(y,x) 
                         { 
                           coefficients(lm(formula=y~x, data = Xq))
                         },
                         by.column=FALSE) 
    mat_slope[i] &lt;- coefficients(mov.reg)[2]
    mat_intercept[i] &lt;-coefficients(mov.reg)[1]
    mat_intercept=rbind(i,mat_intercept)
    mat_slope[n,i]=rbind(i, mat_slope)
  }
  </code></pre>
  
  <p>I either get an empty matrix as result, or the following error message:</p>
  
  <pre><code> Error in merge.xts(res, xts(, idx, attr(data, "frequency"))) : 
    (list) object cannot be coerced to type 'double'
  </code></pre>
  
  <p>If anyone have some inputs or ideas it would be very appreciated! Thank's a lot!</p>