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, this gives me just a single t-score. Note: the numeric values
that I need are in indices 3 to 42 for securities and 2 to 41 for
factors.
I'm pretty new with R so I was wondering if I could use something
similar to the following where I can run some function that would
calculate against all values (all meaning each security or each factor):
> x <- c(1, 2, 3, 4, 5)
> y <- x+1
> y
[1] 2 3 4 5 6
Or do I need to iterate through the list of securities and factors and
generate a t-score for each pair one at a time?
Thanks,
- Bruce
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