[R] Universal regression program - multiple regressions on set of data

Hi, Here is description of my problem: I have data frame that contains 110 variables (columns) and 595 observations each. Some of the variables will be my Y-dependent variable, some will be Q, X, Z - independent variables I need to estimate robust regression models: Y~X+Z+Q I want to create 4 su

[R] Multiple regressions with changing dependent variable and time span

Hi all! I am just starting my adventure with R, so excuse me naive questions. My data look like that: I have 3 independent variables (F.1, F.2 and F.3) and 334 other variables (r.1, r.2, ... r.334) - each one of these will be dep

Re: [R] Multiple regressions with changing dependent variable and time span

,data=dat1[2:33,]) ) > #(Intercept) F.1 F.2 F.3 > #119.3718949 -0.1660709 -0.2059830 0.1338608 > res[1:2,] > #(Intercept)F.1F.2 F.3 > #r.1109.9168 -0.1705361 -0.1028231 0.2027911 > #r.1119.3719 -0.1660709 -0.2

Re: [R] Multiple regressions with changing dependent variable and time span

FALSE,align="right")) > names(lst4) <- paste("r",1:334,sep=".") > length(lst4) > #[1] 334 > > > ###jarque.bera.test > library(tseries) > res5 <- do.call(rbind,lapply(lst2,function(x) > rollapply(x,width=32,FUN=function(z) {z1 <- as.data.frame(

Re: [R] Multiple regressions with changing dependent variable and time span

2,]NA 0.1217360-1.5221660NA > #[3,]NA 0.3192466-1.3586341 NA > #[4,]NA 0.2618476-0.9698798NA > > > A.K. > > > > > > > > > > > > > > > On Sunday,

[R] Test ADF differences in R and Eviews

Hi, In attachment you can find source data on which I run adf.test() and print-screen with results in R and Eviews. Results are very different. Did I missed something? Best, T.S. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listin