[mailto:nikhil.l...@gmail.com]
Sent: 11 August 2010 12:35
To: Ferreira, Thiago Alves [ICG-MKTS]
Cc: 'r-help@R-project.org'
Subject: Re: [R] Help with permutation / loops
How about this?
untested since no data is provided.
a - paste(x,1:6,sep=)
b- combn(a,2)
coint-function (x)
{
x1 - get(x[1
point me in the right direction as to how to do that?
Thank you!
Thiago
-Original Message-
From: Nikhil Kaza [mailto:nikhil.l...@gmail.com]
Sent: 11 August 2010 12:35
To: Ferreira, Thiago Alves [ICG-MKTS]
Cc: 'r-help@R-project.org'
Subject: Re: [R] Help with permutation / loops
Hi everyone,
I am writing a code for cointegration between n (n=6 initially) pairs.
I have done the whole thing for 2 variables. There is a function coint(x1,x2)
that takes 2 inputs x1 and x2 and does the following:
coint-function (x1,x2)
{
adfdata(x1)
adfdata(x2)
How about this?
untested since no data is provided.
a - paste(x,1:6,sep=)
b- combn(a,2)
coint-function (x)
{
x1 - get(x[1])
x2 - get(x[2])
adfdata(x1)
adfdata(x2)
engle-lm(x1~x2)
residual-resid(engle)
adfresd(residual, k=1)
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