[Rd] Run t-test on multiple time series

2006-03-31 Thread Bernzweig, Bruce \(Exchange\)
I have two sets of time-series that I imported from Excel using RODBC and placed in "securities" and "factors". What I need to do is generate t-scores for each security-factor pair. I tried the following: t1 <- t.test(securities[,3:42], factors[,2:41], var.equal=TRUE) However,

Re: [Rd] How to capture t-score and p-values from t.test

2006-03-24 Thread Bernzweig, Bruce \(Exchange\)
Thanks Peter! -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of Peter Dalgaard Sent: Friday, March 24, 2006 3:37 PM To: Bernzweig, Bruce (Exchange) Cc: r-devel@r-project.org Subject: Re: [Rd] How to capture t-score and p-values from t.test "Bern

[Rd] How to capture t-score and p-values from t.test

2006-03-24 Thread Bernzweig, Bruce \(Exchange\)
When I do t.test on two distributions (see example below), it outputs numerous data about the t.test. What I'd like to do is individually capture some of this data and assign it to other variables. However, I am unable to find anything in the help section. In the example below, the t value is