Here are three ways. The first uses a common
error term and the others separate. They all
give the same coefficient estimates.
Lines <- "Month ExcessReturn Return STO
8 0.047595875 0.05274292 0.854352503
8 0.016134874 0.049226941 4.399372005
8 -0.000443869 0.004357305 -1.04980297
9
Hi R-programmers !
I would like to perform a linear model regression month by month using the
'lm' function and i don't know how to do it.
The data is organised as below:
Month ExcessReturn Return STO
8 0.047595875 0.05274292 0.854352503
8 0.016134874 0.049226941 4.399372005
8 -0.000443
