[R] [R ] Writing loop to estimate ARCH test for a multiple columns of a data frame?

[Subhamitra Patra]

Dear R-users,

I want to estimate ARCH test for multiple columns (i.e.,  from 2:21 COLUMNS
) in my data. For this purpose, I want to run a loop to calculate ARCH test
results for each column in the data frame. I tried by using for loop and
lapply function, but unable to write a loop for computing the ARCH test
simultaneously for each column (i.e., from 2:21 columns) of my data frame.

Below is my ARCH test code which I want to estimate for multiple columns of
the data frame in a loop.

library(tseries)

library(FinTS)

ArchTest (A, lags=1, demean = FALSE)

Hence, A is a vector for which the ARCH test result is calculated. Here, I
want to write a loop so that the ArchTest can be calculated simultaneously
for each column of my data frame. From ARCH test result, I require only the
calculated Chi-square value and its p-value for each column that stored in
another matrix or object for each column as an output file.

For your convenience, I attached my sample data below. Please find it.

Please help me for which I shall be always grateful to you.

Thank you.

-- 
*Best Regards,*
*Subhamitra Patra*
*Phd. Research Scholar*
*Department of Humanities and Social Sciences*
*Indian Institute of Technology, Kharagpur*
*INDIA*

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05/07/20,
05:51:03 PM