Dear R-helpers, In a data frame I have 100 securities,monthly closing value,from 1995 to present,which I have to
1. Sampling with replacement,make 50 samples of 10 securities each,each sample hence will be a data frame with 10 columns. 2. With uniform probabilty,mark a month from 2000 onwards as a "special" month,t=0. 3. I have to subtract the market index from each column of each sample and then compute the residues. 4. For each data frame of residues I have to compute the statistic ( Eps i0 - mean(Eps it ) ) / var( Eps it ). Here i and t vary over one particular data frame. i0 corresponds to ith security residue on the special month. Basically a t-test involving a frame instead of a vector. 5. Print out a table where the statistic is significant at the 1,5,10% level. Could someone give the broad ideas on doing this ? [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.