Caveats and disclaimers: I am quite happy to undertake self-teaching if directed to a relevant prior posting and welcome such direction. I have programming and statistical training/experience which I would characterize as Masters level. Thank you for reading and replying to this post. It is very much appreciated.
---begin problem description I have a large data set that I have imported to R from excel via the RODBC library. The data set contains information about 4 factors for 22 currency pairs per factor. That is, the first 22 columns are, say, the spot exchange rate. The next 22 columns are, say, the interest rate differential, and so on. There is a singular vector in the data set at the end bringing the total number of columns to 89. The objective is to run a multiple regression of the form: X ~ v1 + v3 + v3 + v4 + v5 and display a plot of the residuals. The tough part is that I need to run this multiple regression 22 times, once for each currency pair. I would like to produce a graphic that contains, say, the first 8 residual plots on one page. Ultimately, I would like to produce standardized residuals for each regression, and rank them in order of the absolute value of the most recent residual. I have created matrix variables to house each of the 22 currency variables. Here is a result of examining the matrix variable "idiff" that holds the interest rate differentials: head(idiffm,5) EURINTDIF GBPINTDIF JPYINTDIF CHFINTDIF CADINTDIF AUDINTDIF NZDINTDIF SEKINTDIF NOKINTDIF EURJPYINTDIF EURGBPINTDIF 1 -0.02562 -0.16125 0.47000 0.56542 -0.23625 3.64625 2.57875 0.16875 -1.82625 0.44438 0.13563 2 -0.01125 -0.13813 0.45188 0.54521 -0.25979 3.68062 2.60312 0.13688 -1.88812 0.44063 0.12688 3 0.01313 -0.11875 0.42875 0.51667 -0.28583 3.70500 2.62750 0.11750 -1.91750 0.44188 0.13188 4 0.01313 -0.11875 0.42875 0.51667 -0.28583 3.70500 2.62750 0.11750 -1.91750 0.44188 0.13188 5 0.01313 -0.11875 0.42875 0.51667 -0.28583 3.70500 2.62750 0.11750 -1.91750 0.44188 0.13188 EURCHFINTDIF EURCADINTDIF EURAUDINTDIF EURNZDINTDIF EURSEKINTDIF EURNOKINTDIF NOKSEKINTDIF CADJPYINTDIF AUDJPYINTDIF 1 0.53980 1.50000 -3.67187 -2.60437 0.14313 -1.85187 1.995 0.70625 4.11625 2 0.53396 1.50167 -3.69187 -2.61437 0.12563 -1.89937 2.025 0.71167 4.13250 3 0.52980 1.49833 -3.69187 -2.61437 0.13063 -1.90437 2.035 0.71458 4.13375 4 0.52980 1.49833 -3.69187 -2.61437 0.13063 -1.90437 2.035 0.71458 4.13375 5 0.52980 1.49833 -3.69187 -2.61437 0.13063 -1.90437 2.035 0.71458 4.13375 GBPJPYINTDIF NZDJPYINTDIF 1 0.30875 3.04875 2 0.31375 3.05500 3 0.31000 3.05625 4 0.31000 3.05625 5 0.31000 3.05625 ---end problem description Can someone point me to a script that might be useful in running all 22 of these multiple regressions and plotting the residuals (or at least the first 8-10) in a singular graphic? Thank you very much for the help. Best regards, -adam duncan adam.dun...@credit-suisse.com =============================================================================== Please access the attached hyperlink for an important el...{{dropped:4}} ______________________________________________ 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.