R 滚动多元回归

您好，我正在尝试使用滚动窗口进行fama macbeth两步回归

我的滚动窗口是60个月。要回归的资金从8:564开始（依赖变量总计556笔资金）在我的数据框架中，独立变量在2:7之间。 总月数为115，因此我们可以得到115-60=55个月的系数

我从另一篇文章中获得了灵感，并获得了以下代码，用于获得每个时间段、每个基金和每个因子的系数：

    library(tidyverse)

mydata = read.csv("test.csv")
y <- map(8:564,
         function(i) {
           map(1:55,
               function(j, i) {
                 lm(mydata[j:(60+j), i] ~ .,  data =mydata[j:(60+j), 2:7])[[1]][2:7]
               }, i = i)
         })

    dput(testdataframe)
structure(list(Date = structure(1:115, .Label = c("2010-05-31", 
"2010-06-30", "2010-07-30", "2010-08-31", "2010-09-30", "2010-10-29", 
"2010-11-30", "2010-12-31", "2011-01-31", "2011-02-28", "2011-03-31", 
"2011-04-29", "2011-05-31", "2011-06-30", "2011-07-29", "2011-08-31", 
"2011-09-30", "2011-10-31", "2011-11-30", "2011-12-30", "2012-01-31", 
"2012-02-29", "2012-03-30", "2012-04-30", "2012-05-31", "2012-06-29", 
"2012-07-31", "2012-08-31", "2012-09-28", "2012-10-31", "2012-11-30", 
"2012-12-31", "2013-01-31", "2013-02-28", "2013-03-28", "2013-04-30", 
"2013-05-31", "2013-06-28", "2013-07-31", "2013-08-30", "2013-09-30", 
"2013-10-31", "2013-11-29", "2013-12-31", "2014-01-31", "2014-02-28", 
"2014-03-31", "2014-04-30", "2014-05-30", "2014-06-30", "2014-07-31", 
"2014-08-29", "2014-09-30", "2014-10-31", "2014-11-28", "2014-12-31", 
"2015-01-30", "2015-02-27", "2015-03-31", "2015-04-30", "2015-05-29", 
"2015-06-30", "2015-07-31", "2015-08-31", "2015-09-30", "2015-10-30", 
"2015-11-30", "2015-12-31", "2016-01-29", "2016-02-29", "2016-03-31", 
"2016-04-29", "2016-05-31", "2016-06-30", "2016-07-29", "2016-08-31", 
"2016-09-30", "2016-10-31", "2016-11-30", "2016-12-30", "2017-01-31", 
"2017-02-28", "2017-03-31", "2017-04-28", "2017-05-31", "2017-06-30", 
"2017-07-31", "2017-08-31", "2017-09-29", "2017-10-31", "2017-11-30", 
"2017-12-29", "2018-01-31", "2018-02-28", "2018-03-29", "2018-04-30", 
"2018-05-31", "2018-06-29", "2018-07-31", "2018-08-31", "2018-09-28", 
"2018-10-31", "2018-11-30", "2018-12-31", "2019-01-31", "2019-02-28", 
"2019-03-29", "2019-04-30", "2019-05-31", "2019-06-28", "2019-07-31", 
"2019-08-30", "2019-09-30", "2019-10-31", "2019-11-29"), class = "factor"), 
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    ```

Thank you in advance for you help.