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

[Subhamitra Patra]

Dear Sir,

Herewith I am pasting a part of my sample data having 12 columns below, and
want to calculate ARCH test for the 12 columns by using a loop.

Please help me in this regard. Thank you very much for your help.

Year_Month A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A11 A12
94-Jan 0.051197 7.05E-05 0.058806 -0.00818 0.538001 0.009766 0.025787
0.035478 0.056663 0.014665 0.23132 0.008644
94-Feb 0.06424 -0.01086 0.049823 -0.04989 0.557945 0.00974 0.027757 0.021494
0.016947 0.014584 0.229776 -0.02317
94-Mar 0.056168 -0.00626 0.061555 -0.03427 0.524705 0.009694 0.027632
-0.00656 0.008358 0.014499 0.190421 0.003026
94-Apr 0.129051 0.043813 0.060453 0.017469 0.545895 0.009615 0.01932 0.01171
0.016003 0.014412 0.140396 0.017556
94-May 0.142182 -0.03848 0.059938 0.015054 0.525178 0.009479 0.027741
0.000605 0.0185 0.014327 0.093228 -0.03989
94-Jun 0.152981 -0.03227 0.071485 -0.01025 0.363882 0.009323 0.030762
0.013005 0.03634 0.014239 0.035625 -0.01355
94-Jul 0.16216 0.046374 0.073669 0.020508 0.3405 0.00926 0.044822 -0.00954
0.042422 0.014154 0.037954 0.00097
94-Aug 0.124355 -0.06952 0.091429 0.015932 0.38519 0.009269 0.071701
0.000623 0.051954 0.01407 0.055852 0.007522
94-Sep 0.059405 0.057487 0.086265 -0.01169 0.401963 0.009171 0.086685
-0.01058 0.054404 0.013986 0.07285 0.002022
94-Oct 0.0594 0.021166 0.080765 0.006442 0.438915 0.009041 0.070351 0.006776
0.033622 0.013906 0.068344 -0.01532
94-Nov 0.072064 -0.03104 0.079567 -0.03295 0.521214 0.008986 0.066044
-0.01853 0.035202 0.013826 0.067093 -0.02278
94-Dec 0.068208 0.01024 0.069919 -0.01507 0.461059 0.008856 0.050985
0.009514 0.008638 0.013744 0.040348 0.00423
95-Jan 0.079074 -0.00153 0.070458 -0.04205 0.506227 0.00883 0.046561
-0.03907 0.015322 0.013662 0.034103 -0.00888
95-Feb 0.074231 -0.05728 0.062612 0.035992 0.487126 0.008815 0.052816
-0.01344 0.06728 0.013583 0.063281 -0.0054
95-Mar 0.065212 0.056084 0.095783 0.006825 0.476386 0.008774 0.047498
0.015178 0.040273 0.013499 0.060805 0.006099
95-Apr 0.081238 0.024283 0.098827 0.005791 0.432363 0.008748 0.06047
0.011613 0.013068 0.013417 0.058321 -0.01281
95-May 0.093726 0.008623 0.076698 0.027274 0.321103 0.008679 0.037962
0.00115 0.013647 0.013339 0.066724 -0.00271
95-Jun 0.113998 0.005484 0.073392 -0.00252 0.38195 0.008684 0.042794
-0.01133 0.054244 0.013261 0.055655 0.015941
95-Jul 0.097076 0.008842 0.090776 0.006378 0.622055 0.008728 0.036476
0.016159 0.055301 0.013188 0.057034 -0.0036
95-Aug 0.075751 0.002437 0.094687 -0.00398 0.637972 0.008839 0.052791
-0.00819 0.327487 0.013114 0.067734 0.00565
95-Sep 0.074714 0.001279 0.091216 0.013169 0.656225 0.008956 0.086582
-0.0013 0.690172 0.01304 0.059523 0.028675
95-Oct 0.048771 -0.01775 0.098525 0.003447 0.68386 0.009071 0.091073
-0.01597 0.640065 0.012967 0.030469 0.005139
95-Nov 0.069776 -0.00164 0.077763 0.00158 0.559675 0.008808 0.094129 0.01832
0.726821 0.012893 0.030908 -0.00955
95-Dec 0.135469 0.001886 0.074658 0.01263 0.563716 0.008888 0.113828
0.011372 0.737532 0.012822 0.224459 -0.00186
96-Jan 0.175166 0.00068 0.071721 0.030701 0.534648 0.009114 0.086481
0.016228 0.687297 0.013112 0.349764 0.000727
96-Feb 0.167327 0.013771 0.055352 -0.03142 0.556339 0.009119 0.080475
-0.00691 0.696365 0.013077 0.342758 -4.90E-05
96-Mar 0.158759 -0.02094 0.042232 -0.00331 0.532126 0.009041 0.077231
0.009009 0.579396 0.012271 0.342196 -0.002
96-Apr 0.116956 0.02624 0.051037 -0.01496 0.575416 0.009123 0.079496
0.017197 0.557262 0.012094 0.299566 0.022657
96-May 0.109049 -0.02648 0.059972 0.00658 0.616302 0.009086 0.095365
-0.01682 0.521757 0.011933 0.074309 0.021621
96-Jun 0.102001 2.71E-05 0.060901 -0.00372 0.593491 0.009213 0.095232
0.001363 0.523983 0.011757 0.070504 -0.00507
96-Jul 0.079941 -0.02107 0.046018 -0.00708 0.562537 0.009136 0.094451
-0.01132 0.534417 0.011413 0.073706 -0.00615
96-Aug 0.109775 0.005178 0.051713 0.007174 0.54939 0.009008 0.088945
-0.01136 0.445843 0.010925 0.066559 0.009937
96-Sep 0.089581 -0.0005 0.049835 0.016873 0.54664 0.008887 0.082659 0.011384
0.435423 0.010697 0.091269 0.00687
96-Oct 0.07429 -0.01499 0.063584 0.008829 0.485504 0.008965 0.072986
-0.01695 0.54066 0.010649 0.325364 0.012261
96-Nov 0.060441 0.021057 0.100844 0.018152 0.415023 0.009033 0.072366
-0.00222 0.646444 0.010653 0.323194 0.01409
96-Dec 0.061482 0.0218 0.142038 -6.42E-06 0.492536 0.008947 0.081333
-0.02433 0.661019 0.010555 0.367988 -0.00023
97-Jan 0.053437 0.025314 0.137257 -0.00659 0.578904 0.008841 0.074613
-0.0068 0.628154 0.010609 0.355763 0.00581
97-Feb 0.080489 -0.01411 0.123644 0.009692 0.571364 0.008794 0.07673
0.005832 0.549697 0.010781 0.21588 0.070824
97-Mar 0.097621 0.00073 0.115192 -0.04503 0.639719 0.008686 0.065906
-0.01063 0.543819 0.010442 0.129773 0.004692
97-Apr 0.112502 -0.00052 0.064499 0.007382 0.648139 0.008674 0.038621
0.006408 0.591661 0.010283 0.079461 0.009395
97-May 0.109789 0.028968 0.079382 0.032543 0.530901 0.008884 0.029301
0.039566 0.492504 0.01004 0.042617 -0.00151
97-Jun 0.087521 -0.03031 0.037389 0.001738 0.500643 0.00886 0.028772 0.0146
0.47233 0.009869 0.033241 0.001504
97-Jul 0.085527 0.01424 0.029224 0.018015 0.496859 0.008725 0.036717
-0.00956 0.443577 0.009995 0.026995 0.014942
97-Aug 0.077215 -0.00935 0.025766 -0.05705 0.424685 0.008555 0.034725
-0.02395 0.481891 0.010128 0.029444 0.021642
97-Sep 0.08778 0.012634 0.064433 0.012569 0.495125 0.008406 0.06119 0.002597
0.515191 0.010241 0.056915 0.002897
97-Oct 0.067236 -0.07837 0.100233 -0.08455 0.603348 0.008296 0.065799
-0.02425 0.545503 0.010191 0.071548 0.002394
97-Nov 0.074344 0.008919 0.169394 -0.00212 0.615421 0.008215 0.076836
-0.04056 0.552007 0.01035 0.131526 0.001346
97-Dec 0.066797 0.001889 0.180801 -0.0114 0.607294 0.008081 0.11593 -0.01879
0.573696 0.01082 0.283244 0.002348
98-Jan 0.050659 -0.01722 0.163617 0.074366 0.52707 0.007969 0.091612
0.027019 0.583443 0.011549 0.267086 -0.02785
98-Feb 0.049803 0.015915 0.04491 0.054682 0.38982 0.008092 0.092166 0.002436
0.61572 0.011637 0.275094 -0.0145
98-Mar 0.047308 0.017094 0.047185 0.000772 0.455737 0.008007 0.087419
-0.01693 0.594474 0.012426 0.286536 -0.01181
98-Apr 0.047385 0.003939 0.048202 -0.03154 0.567806 0.007983 0.060277
-0.00191 0.597842 0.013039 0.127336 0.107101
98-May 0.064783 0.025706 0.060724 -0.03807 0.684579 0.007976 0.048987
-0.01964 0.518052 0.013439 0.069782 0.006585
98-Jun 0.159381 -0.01328 0.052821 -0.01119 0.684776 0.007913 0.038652
0.002138 0.543559 0.012967 0.110726 -0.00548
98-Jul 0.151487 0.004139 0.051838 -0.00775 0.70082 0.007946 0.048077
-0.00496 0.585499 0.012684 0.075913 0.000926
98-Aug 0.148411 -0.04313 0.047802 -0.0209 0.66453 0.007953 0.046124 -0.02537
0.69816 0.012255 0.072707 -0.00505
98-Sep 0.16881 -0.03613 0.052287 0.018093 0.595134 0.008081 0.044761
-0.00243 0.677852 0.012169 0.075073 -0.0052
98-Oct 0.070201 -0.07938 0.055037 0.062009 0.549705 0.007892 0.051584
0.034295 0.691742 0.011869 0.052704 -0.0219
98-Nov 0.049853 0.028386 0.068794 0.005291 0.442349 0.007833 0.045537
0.030026 0.669312 0.0117 0.219442 -0.0081
98-Dec 0.069926 0.000449 0.101457 -0.00323 0.356563 0.007826 0.05571
0.000408 0.529556 0.0108 0.390611 -0.004
99-Jan 0.07435 -0.01122 0.096968 -0.01734 0.343742 0.007695 0.078749
0.012134 0.541906 0.010943 0.41004 0.008279
99-Feb 0.082127 0.021732 0.114963 -0.00191 0.345825 0.007578 0.083706
-0.00624 0.546338 0.011204 0.425059 -0.01535
99-Mar 0.081221 0.040004 0.111538 0.023871 0.358622 0.007456 0.079843
0.032283 0.566893 0.011074 0.401445 0.102554
99-Apr 0.086991 0.02926 0.065761 0.097698 0.301239 0.007323 0.097955 0.01104
0.529548 0.010871 0.076728 0.027323
99-May 0.077475 0.023956 0.074776 -0.02335 0.321715 0.007218 0.063023
0.011379 0.397527 0.01031 0.073261 -0.00508
99-Jun 0.076112 0.020359 0.068651 0.033434 0.4018 0.007095 0.06711 0.021294
0.408022 0.010055 0.06967 0.006254
99-Jul 0.080411 -0.01148 0.060564 -0.00474 0.39331 0.007002 0.066918 0.02464
0.478281 0.010005 0.066309 0.015189
99-Aug 0.068091 -0.01721 0.060539 0.004914 0.37717 0.006855 0.062521
0.007325 0.482744 0.010036 0.088398 0.007067
99-Sep 0.086042 0.008278 0.077601 -0.01802 0.403218 0.006718 0.067205
0.000943 0.628366 0.009918 0.147324 0.005286
99-Oct 0.075385 0.010131 0.061047 -0.00448 0.372075 0.00665 0.060542 0.0217
0.780534 0.009656 0.131252 0.005054
99-Nov 0.055049 0.020592 0.068442 0.035127 0.399578 0.006527 0.065934
0.025071 0.772524 0.009266 0.157148 0.027663
99-Dec 0.062593 0.046883 0.067727 0.04049 0.502933 0.006406 0.053723
0.014904 0.728022 0.008887 0.167636 0.018708
00-Jan 0.057252 0.004454 0.065601 -0.02153 0.558368 0.006257 0.049291
0.009493 0.605325 0.008994 0.09732 0.037374
00-Feb 0.065328 0.045896 0.075552 0.026155 0.555294 0.006163 0.057978
-0.00837 0.504593 0.009741 0.130217 0.00261
00-March 0.065141 -0.02182 0.068206 0.003206 0.596057 0.006076 0.054416
0.011653 0.529128 0.009573 0.090386 -0.01596
00-Apr 0.080721 0.023865 0.059405 -0.03907 0.5262 0.005846 0.057356 -0.02115
0.468138 0.009582 0.034706 0.004283
00-May 0.074753 0.016991 0.063155 -0.00071 0.575856 0.005665 0.066024
-0.01439 0.402228 0.009809 0.030408 0.002116
00-Jun 0.14341 0.004936 0.054784 0.026521 0.616701 0.005597 0.049632
0.013278 0.471112 0.009514 0.034816 0.006285
00-Jul 0.141626 -0.0135 0.053571 0.010033 0.600591 0.005475 0.055653
-0.02939 0.483099 0.009243 0.034094 0.00531
00-Aug 0.127419 0.0245 0.061189 0.003298 0.568755 0.005432 0.067319 0.014447
0.513747 0.009217 0.22144 0.015615
00-Sep 0.122004 -0.00474 0.050212 -0.02615 0.503157 0.005269 0.087926
-0.01138 0.581831 0.009141 0.367495 0.001285
00-Oct 0.078788 -0.10172 0.044231 -0.0075 0.432512 0.0051 0.089254 -0.01574
0.656075 0.009038 0.359533 0.000368
00-Nov 0.053822 0.010106 0.034679 -0.01469 0.513539 0.00498 0.100637
-0.01064 0.622279 0.008928 0.377782 -0.00477
00-Dec 0.069006 -0.0005 0.051647 0.025002 0.546061 0.004794 0.103877
-0.02231 0.610257 0.00881 0.333657 0.09513
1-Jan 0.071511 -0.00837 0.057658 0.017076 0.553587 0.004638 0.095702
-0.02487 0.56779 0.00868 0.250782 0.008235
1-Feb 0.076866 0.00833 0.060892 -0.02218 0.59127 0.0045 0.093535 -0.0101
0.533402 0.008675 0.240717 0.003711
1-Mar 0.07557 -0.0462 0.074634 -0.03465 0.595882 0.004429 0.068847 0.002673
0.479236 0.008611 0.091359 0.034367
1-Apr 0.070519 0.033694 0.060347 0.003217 0.480071 0.004227 0.04972 0.03196
0.561474 0.008402 0.052372 0.002317
1-May 0.064918 0.011544 0.031374 0.009111 0.551824 0.004201 0.023617
0.001112 0.560844 0.008168 0.043051 0.009939
1-Jun 0.104019 -0.00345 0.024989 -0.01172 0.568941 0.004169 0.020633 -0.0132
0.560457 0.008024 0.049529 0.007287
1-Jul 0.090489 0.017047 0.021945 -0.01905 0.557895 0.004073 0.022649
-0.02304 0.56767 0.007859 0.048501 0.004123
1-Aug 0.099604 -0.02219 0.028166 -0.02333 0.625414 0.004008 0.033092
-0.00533 0.604529 0.007885 0.054362 0.007967
1-Sep 0.107159 -0.07639 0.029653 -0.02712 0.622213 0.004059 0.060953
-0.02039 0.597122 0.007776 0.059832 -0.03705
1-Oct 0.092227 0.008594 0.063975 -0.01046 0.60189 0.004079 0.092008 -0.00481
0.559119 0.007765 0.073072 0.00552
1-Nov 0.133317 0.017435 0.092959 0.026051 0.502762 0.004133 0.103452
-0.00171 0.54558 0.007544 0.051221 0.001584
1-Dec 0.148023 0.019271 0.104346 0.012594 0.490295 0.003975 0.107077
-0.01876 0.533209 0.007311 0.056159 0.012704
2-Jan 0.150961 -0.01348 0.10693 -0.01523 0.426876 0.003902 0.100983 -0.00865
0.512898 0.007222 0.045519 0.006621
2-Feb 0.129901 -0.00175 0.078699 0.007048 0.352362 0.003811 0.086475
0.022773 0.559536 0.007018 0.051134 0.001665
2-Mar 0.122265 -0.06762 0.042505 0.008784 0.410423 0.003871 0.067548
0.005427 0.568946 0.006885 0.044913 0.009651
2-Apr 0.075202 -0.01114 0.04052 0.003142 0.46432 0.003887 0.06172 0.005093
0.525967 0.006694 0.049629 0.032768
2-May 0.072844 -0.00547 0.022389 -0.00371 0.449056 0.003853 0.040507
0.004051 0.557733 0.00658 0.036551 0.005127
2-Jun 0.066132 0.005908 0.058852 -0.0166 0.461077 0.00388 0.049413 -0.01205
0.552187 0.00646 0.022301 -0.00198
2-Jul 0.059293 0.007211 0.059812 -0.01172 0.501559 0.003894 0.060857
-0.01298 0.55335 0.006188 0.022222 -0.00236
2-Aug 0.088299 -0.01081 0.068442 -0.00538 0.526355 0.003923 0.082171
-0.00367 0.632755 0.006052 0.022559 -0.00173
2-Sep 0.085233 -0.00312 0.07763 -0.02517 0.519692 0.00395 0.115502 -0.01224
0.77597 0.006027 0.047021 0.00225
2-Oct 0.079523 0.010872 0.057461 0.020658 0.506263 0.003923 0.125037
-0.00671 0.776439 0.005841 0.241231 -0.00458
2-Nov 0.092114 0.019084 0.056722 0.015734 0.482294 0.003937 0.132646 0.01848
0.776393 0.005798 0.241103 -0.01662
2-Dec 0.100498 -0.01973 0.058859 -0.01878 0.452742 0.003915 0.12689 0.003786
0.676371 0.005501 0.264177 0.019179
3-Jan 0.129572 -0.00262 0.048539 0.00309 0.544448 0.003876 0.094442 0.027311
0.556401 0.004892 0.254185 0.004473
3-Feb 0.132895 -0.00044 0.058255 -0.00171 0.600125 0.003869 0.078469
0.005541 0.679645 0.004928 0.115786 0.110436
3-Mar 0.136859 0.027562 0.058904 -0.01381 0.556289 0.003903 0.070073
0.004383 0.700573 0.004891 0.032592 0.03212
3-Apr 0.136273 0.068605 0.064695 -0.00261 0.613031 0.003871 0.071458
0.005898 0.699115 0.0048 0.029105 0.009723
3-May 0.099559 0.071864 0.0722 0.019948 0.626308 0.003719 0.078507 0.016676
0.648559 0.00479 0.023664 0.026138
3-Jun 0.065194 -0.02172 0.063345 0.001001 0.57964 0.003541 0.074453 0.015788
0.495185 0.004489 0.020389 0.019138
3-Jul 0.064383 -0.0382 0.05803 0.011462 0.582394 0.00346 0.055675 0.002646
0.500264 0.004442 0.015041 0.016287
3-Aug 0.070518 -0.01549 0.063356 0.017911 0.465972 0.00349 0.066048 0.022058
0.581051 0.004493 0.012775 0.025527
3-Sep 0.059538 0.000566 0.064277 0.014528 0.441227 0.003367 0.076711
0.024424 0.605593 0.004563 0.034063 0.012428
3-Oct 0.071278 0.016929 0.07425 0.023864 0.438028 0.003189 0.066948 0.014291
0.546467 0.004617 0.081215 -0.00357
3-Nov 0.078345 0.014875 0.082316 0.002779 0.545115 0.003026 0.090011
-0.00223 0.519579 0.004587 0.137425 0.006393
3-Dec 0.086351 0.016485 0.083428 0.009423 0.550845 0.002851 0.088829 0.02042
0.492655 0.004664 0.093447 0.010691
4-Jan 0.081329 0.006615 0.070349 0.011773 0.503661 0.002664 0.0562 0.023223
0.513912 0.004819 0.04145 0.009952
4-Feb 0.06281 0.006856 0.06135 0.011275 0.295814 0.002551 0.048915 0.001594
0.523612 0.00499 0.023872 -0.00975
4-Mar 0.049264 -0.00044 0.05989 -0.02068 0.056343 0.002607 0.04823 0.027175
0.609287 0.005025 0.023252 0.01872
4-Apr 0.049299 0.009245 0.052224 -0.00065 0.158436 0.00264 0.044182 -0.0123
0.607031 0.004961 0.024989 0.023746
4-May 0.07551 0.005179 0.046009 0.009392 0.206344 0.002588 0.036726 -0.01127
0.576678 0.005017 0.030117 0.000588
4-Jun 0.106293 0.012995 0.051612 -0.00029 0.200992 0.002555 0.053382
0.009459 0.469148 0.005189 0.031416 0.009538
4-Jul 0.108154 -0.00959 0.047847 0.001517 0.227312 -0.00647 0.05747 -0.01319
0.476149 0.005079 0.314022 0.013775
4-Aug 0.081915 0.004152 0.053783 0.011214 0.198439 0.045954 0.062876
0.003317 0.44414 0.005068 0.303724 0.00769
4-Sep 0.081102 0.009467 0.062976 0.00507 0.093854 -0.00086 0.070439 -0.01041
0.439919 0.004963 0.286094 0.011138
4-Oct 0.060353 -0.0099 0.044424 0.006191 0.10147 0.012374 0.050592 0.002093
0.461951 0.004918 0.286624 0.014818
4-Nov 0.061972 0.016949 0.054118 0.017346 0.108899 -0.00125 0.048133
0.009199 0.556459 0.005029 0.174995 0.089482
4-Dec 0.067244 0.023686 0.070182 0.00137 0.089756 0.004985 0.055462 0.021193
0.672079 0.005 0.075406 -0.0024
5-Jan 0.07898 -0.00534 0.08631 -0.0093 0.091402 0.009871 0.073969 0.006254
0.66872 0.004962 0.048242 0.040205
5-Feb 0.076154 0.014852 0.079967 0.012873 0.079875 0.01805 0.080537 0.006993
0.677289 0.004799 0.031595 0.026168
5-Mar 0.077074 0.00191 0.090161 -0.01357 0.052445 -0.00301 0.071842 -0.00201
0.603639 0.00486 0.038924 0.027139
5-Apr 0.079171 0.016211 0.081519 0.008182 0.067475 0.017158 0.084696
-0.00711 0.482537 0.004869 0.032052 -0.00649
5-May 0.08762 0.001995 0.061132 -0.00617 0.108894 -0.00095 0.036985 0.011574
0.499607 0.004559 0.036882 0.02224
5-Jun 0.112654 -0.02902 0.062165 0.005573 0.150261 -0.00456 0.051033
0.000359 0.454388 0.004385 0.047875 0.031248
5-Jul 0.114144 0.014178 0.05508 0.009906 0.133826 -0.00185 0.049361 0.001181
0.535222 0.004236 0.051302 -0.0007
5-Aug 0.118755 0.009505 0.045739 0.000422 0.134694 0.002732 0.048689
0.013723 0.65319 0.004264 0.050513 0.025555
5-Sep 0.126867 0.01075 0.060408 0.013722 0.120036 0.006571 0.063265 0.020154
0.656104 0.004173 0.070757 0.002251
5-Oct 0.089795 -0.01696 0.055212 -0.02112 0.107882 0.011945 0.059214
0.006303 0.690117 0.004071 0.045845 0.020133
5-Nov 0.090791 0.008801 0.05865 0.008551 0.117452 0.003818 0.061104 0.005212
0.641982 0.004077 0.049325 0.010303
5-Dec 0.118981 0.016034 0.081244 -0.00309 0.124691 -0.00724 0.072101
0.020097 0.578578 0.004283 0.04876 0.013458
6-Jan 0.070068 -0.01575 0.054248 0.013942 0.102255 0.056449 0.080795
0.019344 0.586796 0.00406 0.047243 0.043854
6-Feb 0.073022 -0.00889 0.052663 0.002691 0.109722 -0.01689 0.087112
-0.00481 0.601005 0.003781 0.048973 0.007074
6-Mar 0.104843 0.00397 0.052227 -0.00155 0.081988 -0.0331 0.113525 0.005888
0.515759 0.003533 0.06839 0.013283
6-Apr 0.104731 0.032016 0.04815 0.026012 0.08035 0.003807 0.115429 0.005909
0.338814 0.003188 0.066514 -0.01532
6-May 0.09766 0.001961 0.035253 -0.01271 0.103763 -0.01503 0.081776 0.002416
0.330045 0.003131 0.069321 -0.03033
6-Jun 0.119052 -0.02364 0.039689 0.005487 0.114745 0.010777 0.081682
-0.00304 0.236855 0.003015 0.095066 0.097317
6-Jul 0.088549 0.008985 0.036248 0.010201 0.093526 0.009576 0.054863
-0.01742 0.102126 0.002985 0.134684 -0.1041
6-Aug 0.067978 0.019824 0.044921 0.005189 0.07627 0.030992 0.047808 0.003101
0.155821 0.002881 0.167384 0.033159
6-Sep 0.066656 0.007713 0.060278 0.001498 0.102424 0.004677 0.057565
-0.00311 0.205756 0.002718 0.161339 0.002583
6-Oct 0.068295 0.026603 0.053452 0.010615 0.099656 0.000584 0.058789
-0.00066 0.199022 -0.02302 0.155059 -0.06468
6-Nov 0.089642 0.001217 0.067761 0.007713 0.086734 -0.00508 0.054733
0.000595 0.196888 -0.01408 0.125395 -0.05451
6-Dec 0.099192 -0.00135 0.059676 0.022421 0.099908 0.027104 0.050893 0.0043
0.245125 0.0489 0.13109 -0.00058
7-Jan 0.105593 0.00331 0.039473 0.003456 0.047097 -0.00912 0.055139 0.019326
0.117142 0.028954 0.109013 -0.05588
7-Feb 0.118889 0.004966 0.040191 -0.00952 0.041858 0.009777 0.05421 0.012598
0.113921 4.07E-05 0.114541 0.075385
7-Mar 0.08916 0.015319 0.025478 0.001806 0.038149 0.007381 0.053036 -0.00099
0.123744 0.011148 0.118334 0.013907
7-Apr 0.080799 0.038111 0.0491 0.011014 0.049405 -0.00921 0.022374 -0.00828
0.128256 0.024402 0.109033 -0.00633
7-May 0.088313 0.00604 0.044642 0.000793 0.031703 0.020668 0.019772 0.011723
0.113827 0.041275 0.122305 -0.01308
7-Jun 0.07316 -0.01507 0.042463 0.014393 0.043263 0.009882 0.021969 -0.00014
0.117902 0.011965 0.214639 -0.00689
7-Jul 0.065668 -0.0048 0.046214 0.01654 0.037575 0.017381 0.024748 -0.00012
0.101637 0.019989 0.205776 0.05221
7-Aug 0.070372 -0.02158 0.043537 0.007309 0.042105 -0.00364 0.044089
-0.00605 0.095848 -0.00647 0.180665 0.001296
7-Sep 0.047904 0.03766 0.033164 0.031409 0.048308 0.001623 0.033734 -0.00284
0.127852 0.008018 0.160366 0.012009
7-Oct 0.05138 0.041531 0.059524 0.034967 0.04954 0.014953 0.029942 0.001174
0.123522 0.004083 0.141225 0.077784
7-Nov 0.037378 0.000217 0.054199 -0.01968 0.041879 0.009651 0.028309
-0.00059 0.107465 -0.01076 0.132328 0.045576
7-Dec 0.042732 -0.00199 0.064209 -0.00477 0.049397 0.014798 0.023225
-0.01046 0.094376 0.02261 0.149627 0.049116
8-Jan 0.035948 -0.01236 0.060851 -0.03168 0.040511 0.002253 0.026289
-0.00212 0.085185 0.017828 0.130155 0.01301
8-Feb 0.037398 -0.00124 0.054232 -0.03426 0.050906 0.014738 0.0282 0.002013
0.069707 0.021845 0.15015 -0.01344
8-Mar 0.042094 -0.0305 0.032707 -0.00876 0.05264 -0.01032 0.024265 -0.00324
0.05907 0.013726 0.152467 -0.05545
8-Apr 0.04852 0.01582 0.031455 0.026955 0.063245 0.011327 0.025647 0.015876
0.067814 -0.00104 0.124019 0.05047
8-May 0.059497 -0.00208 0.038082 -0.00581 0.037738 0.006043 0.028794
0.017551 0.071995 -0.00976 0.104521 -0.0247
8-Jun 0.096974 -0.05471 0.041072 -0.03588 0.085357 -0.00082 0.035479
-0.01578 0.119341 0.00171 0.099164 -0.01334
8-Jul 0.092663 -0.03785 0.045204 0.004457 0.118828 -0.00513 0.037903
-0.00115 0.145136 0.007081 0.093327 0.001238
8-Aug 0.110892 -0.00404 0.042687 -0.02514 0.192407 -0.00432 0.028538
-0.01015 0.13363 -0.00083 0.164095 -0.0194
8-Sep 0.101492 -0.04277 0.064079 -0.043 0.190126 -0.02691 0.03497 -0.03088
0.137926 -0.03217 0.176231 -0.02584
8-Oct 0.084709 -0.06177 0.050796 -0.06637 0.202988 -0.00546 0.017852
-0.01142 0.128956 -0.04807 0.194271 -0.17044
8-Nov 0.057129 -0.08266 0.068863 -0.00142 0.204409 -0.03338 0.031681
0.007806 0.117484 -0.02477 0.234215 -0.07913
8-Dec 0.079164 0.020009 0.106671 0.018427 0.146101 0.041635 0.051961
0.011684 0.104922 -0.05998 0.180431 0.174908
9-Jan 0.063432 -0.00669 0.093999 0.018161 0.105719 -0.03781 0.082073
-0.03367 0.106395 -0.05258 0.12232 -0.01428
9-Feb 0.05705 -0.01499 0.083275 -0.00843 0.101315 -0.01958 0.095826 -0.03223
0.087682 -0.09934 0.12882 0.012371
9-Mar 0.061702 0.030318 0.088468 0.012107 0.108591 0.001889 0.095932
0.011516 0.057128 0.036127 0.146176 0.037564
9-Apr 0.059506 0.082299 0.08067 0.061903 0.086351 -0.02017 0.095266 0.0144
0.050497 0.017112 0.124557 0.062549
9-May 0.049584 0.050675 0.04681 0.055353 0.059368 0.008474 0.038863 0.062884
0.162174 0.010617 0.249354 0.019946
9-Jun 0.050694 0.005618 0.044184 0.002126 0.078106 -0.01453 0.043025
0.005721 0.182842 0.01024 0.307549 -0.00516
9-Jul 0.066973 0.030587 0.038676 0.020141 0.084477 -0.02209 0.034024
0.015118 0.171025 0.000822 0.333595 -0.00769
9-Aug 0.062135 0.010437 0.053099 -0.00917 0.096394 0.010992 0.05032 0.007868
0.186191 0.012318 0.353648 -0.02295
9-Sep 0.050647 0.033668 0.059205 0.012482 0.111134 0.009082 0.067715
0.010795 0.138849 0.05987 0.292975 0.137462
9-Oct 0.055956 0.013449 0.055734 0.000706 0.086458 -0.00339 0.053182
-0.00297 0.079412 -0.02269 0.163511 -0.01146
9-Nov 0.058756 -0.01045 0.059039 0.001159 0.073077 -0.02239 0.057373
-0.01219 0.077946 -0.03549 0.165941 0.02084
9-Dec 0.054019 0.016576 0.10987 0.001472 0.045507 -0.00868 0.05764 0.001159
0.056954 0.003272 0.093262 -0.00356
10-Jan 0.065299 -0.0012 0.07959 -0.014 0.046484 0.007152 0.030854 0.01432
0.038635 -0.00133 0.124903 0.01488
10-Feb 0.080965 -0.00718 0.075793 0.0106 0.050117 -0.00315 0.025844 0.003503
0.028887 0.029483 0.138384 0.01319
10-Mar 0.087112 0.019504 0.08891 0.005904 0.056132 0.008442 0.036296 0.01051
0.038374 0.020292 0.138234 0.027963
10-Apr 0.088547 -0.02642 0.039839 0.026567 0.069717 0.006489 0.041708
-0.00507 0.041266 0.00206 0.147216 0.012707
10-May 0.101039 -0.05872 0.037815 -0.00875 0.083237 -0.04479 0.030418 -0.005
0.051597 -0.01986 0.128739 -0.02404
10-Jun 0.095199 -0.00342 0.057961 0.004086 0.123835 -0.0142 0.035956
-0.00352 0.091948 0.005044 0.135558 0.021432
10-Jul 0.075234 0.025279 0.063847 0.009611 0.116717 -0.0035 0.031698
0.002359 0.252143 0.011422 0.287141 0.000121
10-Aug 0.079156 -0.00047 0.051437 -0.00546 0.112914 0.004803 0.02562
-0.00573 0.261809 0.013716 0.309455 -0.01186
10-Sep 0.059055 0.042768 0.057365 0.019033 0.075016 0.0137 0.023117 0.008312
0.249929 0.029749 0.313657 0.01661
10-Oct 0.054609 0.009678 0.063531 0.005707 0.081634 0.000622 0.02408
-0.00129 0.189048 0.000912 0.25145 -0.00483
10-Nov 0.068635 -0.00222 0.060139 -0.0012 0.094356 0.011296 0.051482
0.006082 0.107408 -0.0728 0.172865 -0.05986
10-Dec 0.081359 0.024868 0.069255 -0.0048 0.088267 -0.00047 0.05896 0.011501
0.06167 0.003235 0.151708 0.013402
11-Jan 0.073495 -0.01786 0.067798 0.003442 0.099323 0.009847 0.067582
0.007326 0.06768 -0.00637 0.149 -0.01795
11-Feb 0.063406 -0.01603 0.069918 0.006861 0.088746 -0.01965 0.076099
0.01099 0.052349 -0.03146 0.12507 -0.02541
11-Mar 0.048697 0.019537 0.078758 0.001983 0.033649 -0.00549 0.0742 -0.00639
0.044473 0.007343 0.078477 0.055442
11-Apr 0.038096 -0.00979 0.072229 0.002315 0.031185 -0.00677 0.093811
0.007807 0.047309 0.018028 0.231757 0.017197
11-May 0.047878 -0.0032 0.066941 0.001751 0.089032 -0.01206 0.057944
0.002471 0.064242 -0.0069 0.325707 0.006877
11-Jun 0.039098 -0.00809 0.073197 -0.01205 0.11624 -0.00688 0.060207
0.004771 0.070361 -0.00677 0.333381 -0.01486
11-Jul 0.037719 0.001729 0.062112 0.006542 0.114612 -0.00613 0.054476
0.005025 0.094604 0.000269 0.373547 -0.00403
11-Aug 0.034513 -0.05368 0.05377 -0.01739 0.121313 -0.0161 0.068306 -0.01597
0.122455 -0.01018 0.363369 0.079906
11-Sep 0.02704 -0.01352 0.053927 -0.04383 0.103685 -0.02907 0.088478
-0.01848 0.131231 0.003976 0.330517 0.054048
11-Oct 0.038786 0.027062 0.029992 0.031106 0.079689 -0.00876 0.083739
0.006048 0.10505 0.006914 0.348418 0.006048
11-Nov 0.041044 -0.01657 0.03751 -0.02094 0.054133 0.019163 0.088931
-0.01241 0.072494 -0.01463 0.133484 0.074594
11-Dec 0.103128 -0.01263 0.046591 0.008993 0.048258 -0.0251 0.074848
-0.00018 0.07466 -0.00086 0.087007 0.028796
12-Jan 0.118227 0.026444 0.052006 0.041587 0.046611 0.001658 0.01574
0.035412 0.063587 0.002389 0.074204 0.016416
12-Feb 0.122598 -0.00084 0.069188 0.01369 0.050482 0.001776 0.023857
0.009134 0.06617 0.005087 0.093116 0.030493
12-Mar 0.104265 0.017232 0.076994 -0.01145 0.052082 0.003762 0.027545
-0.00288 0.076327 0.004981 0.099453 0.037708
12-Apr 0.098936 0.022583 0.06595 0.000605 0.057745 0.002054 0.037188
-0.01349 0.064687 0.000578 0.138139 -0.01452
12-May 0.089141 -0.01862 0.053403 -0.02149 0.040155 6.19E-05 0.043449
-0.01936 0.056818 -0.0068 0.163505 -0.04733
12-Jun 0.099204 0.0029 0.055061 0.009495 0.033332 0.005187 0.070085 0.011337
0.070332 -0.00277 0.225889 -0.01912
12-Jul 0.097595 0.01046 0.039244 0.011626 0.078823 -0.00086 0.059504 -0.0049
0.082291 -0.0082 0.250106 0.002272
12-Aug 0.102617 -0.00756 0.033855 -0.00345 0.084789 0.005599 0.063005
-0.00181 0.081742 0.005522 0.229006 0.040341
12-Sep 0.102183 0.039397 0.04452 0.015495 0.081538 0.00815 0.041798 9.62E-05
0.077269 0.01068 0.190494 -0.02643
12-Oct 0.063156 0.009069 0.075626 0.008326 0.094997 -0.00238 0.028839
-0.00493 0.091971 -0.00171 0.183817 0.026617
12-Nov 0.059478 0.014209 0.069961 0.00384 0.071881 0.000951 0.022743
0.007659 0.093547 0.006532 0.118919 0.007045
12-Dec 0.04359 -0.0137 0.076152 0.007972 0.061429 0.003239 0.028688 0.013573
0.055046 -0.00359 0.08988 0.012686
13-Jan 0.042402 0.003296 0.071592 0.013726 0.055347 0.000777 0.017266
0.017428 0.025965 0.010131 0.077671 0.022031
13-Feb 0.053014 -0.00078 0.068647 0.005744 0.066683 0.005203 0.028252
0.010783 0.030288 -0.00102 0.062858 0.003411
13-Mar 0.062571 0.010994 0.067563 -0.01074 0.049167 -0.00132 0.027015
0.015522 0.03963 -0.00144 0.057604 0.016195
13-Apr 0.087643 0.001583 0.0732 0.000713 0.048623 0.008947 0.030543 0.01957
0.039617 0.01346 0.107268 0.001796
13-May 0.155529 -3.78E-05 0.070439 -0.0007 0.047366 0.022614 0.024684
-0.00973 0.088442 0.004269 0.114926 0.011779
13-Jun 0.144978 -0.00465 0.057574 -0.02281 0.108893 -0.00518 0.035611
0.00317 0.279286 -0.00842 0.1939 -0.00194
13-Jul 0.130431 0.011634 0.072031 0.014305 0.130615 0.003684 0.045301
0.003532 0.304674 0.010773 0.227933 0.012467
13-Aug 0.120132 -0.00195 0.068647 -0.00052 0.122781 0.001305 0.057854
-0.00476 0.311714 -0.00642 0.203608 0.017791
13-Sep 0.06575 -0.00545 0.080394 0.016555 0.119251 0.000583 0.084581
0.014775 0.297759 0.010611 0.250571 0.00938
13-Oct 0.047298 0.005285 0.120425 0.004647 0.101134 0.022547 0.067475
0.001918 0.150446 0.043009 0.145828 0.041185
13-Nov 0.058826 0.017242 0.109948 0.006176 0.071817 0.008307 0.062375
0.00121 0.053042 -0.00604 0.05076 0.011435
13-Dec 0.047956 -0.00802 0.103437 -0.00066 0.084003 0.009607 0.066285
0.004847 0.050402 0.000148 0.054412 0.006267
14-Jan 0.06039 -0.0104 0.107847 -0.01456 0.088995 0.008308 0.049891 0.004923
0.060003 0.00252 0.04058 0.008332
14-Feb 0.048697 0.016089 0.064049 -0.00105 0.095994 0.015907 0.063598
0.002466 0.062014 -0.00279 0.040226 0.009207
14-Mar 0.048803 0.012027 0.066596 -0.00688 0.092639 0.000271 0.071203
-0.00798 0.063202 0.016329 0.063374 0.010131
14-Apr 0.054393 -2.77E-05 0.068392 0.001996 0.100696 0.019122 0.07642
-0.0071 0.094228 0.004257 0.061417 0.005074
14-May 0.082217 -0.00517 0.06419 0.002143 0.074215 0.008081 0.029942
-0.01012 0.111502 -0.00381 0.165315 0.008571
14-Jun 0.159199 0.001468 0.064119 0.005526 0.096729 -0.0062 0.030144 0.01206
0.140136 -0.01303 0.339514 -0.00723
14-Jul 0.161122 -0.00064 0.055495 0.016062 0.086379 0.003641 0.032367
0.001952 0.136925 -0.00857 0.329419 0.014535
14-Aug 0.149222 -0.01024 0.065349 -6.26E-05 0.091117 0.010869 0.024955
-0.00442 0.128269 0.003591 0.296628 0.017301
14-Sep 0.150027 0.005866 0.059474 -0.02036 0.103996 0.002301 0.033988
-0.00461 0.136176 -0.00337 0.291533 -0.00818
14-Oct 0.073368 -0.04392 0.067435 0.008965 0.080492 -0.01163 0.020897
-0.01229 0.113464 -0.01768 0.133705 -0.23033
14-Nov 0.089288 -0.00557 0.084815 -0.00035 0.082332 -0.01346 0.032396
0.008304 0.124252 -0.01689 0.092065 -0.03321
14-Dec 0.094367 0.000647 0.142574 0.006715 0.054609 0.000543 0.047399
-0.00105 0.113318 -0.01409 0.067618 0.011339
15-Jan 0.084719 -0.00414 0.138934 0.01119 0.035142 0.005869 0.050001
0.010183 0.105044 -0.00425 0.047547 0.020317
15-Feb 0.081396 0.020125 0.11201 0.004226 0.038827 0.018429 0.064911
0.014608 0.093223 -0.00763 0.044216 0.005959
15-Mar 0.070694 0.005148 0.090721 0.000676 0.04484 -0.00662 0.068016
0.002282 0.071088 -0.0235 0.050961 -0.00289
15-Apr 0.046477 0.009808 0.039194 0.042848 0.051099 -0.00654 0.058671
0.004364 0.049306 0.005851 0.036681 0.021859
15-May 0.114129 -0.00053 0.04534 -0.00301 0.067418 -0.00534 0.080592
0.000444 0.04979 -0.01078 0.03599 0.000393
15-Jun 0.155868 0.000911 0.055488 -0.00909 0.110349 0.003204 0.09499
-0.00218 0.045165 0.000869 0.042706 -0.01044
15-Jul 0.143998 0.01204 0.055155 -0.00927 0.105175 -0.01308 0.082481
0.005026 0.048215 -0.00283 0.043197 0.0185
15-Aug 0.139796 -0.011 0.053131 -0.02828 0.112001 -0.00753 0.066901 -0.01171
0.040166 -0.01927 0.044748 -0.01313
15-Sep 0.13442 -0.04179 0.049929 -0.01784 0.125934 -0.00807 0.047968
-0.04907 0.082883 -0.00433 0.088255 -0.00258
15-Oct 0.058975 0.019236 0.096952 0.021717 0.116633 -0.00389 0.044177
0.023988 0.110388 -0.01154 0.087908 -0.02361
15-Nov 0.059629 -0.00198 0.097191 -0.00652 0.111808 -0.00195 0.035322
-0.00198 0.103403 0.006467 0.097863 -7.92E-05
15-Dec 0.065516 0.000394 0.107856 -0.00221 0.109277 -0.00446 0.045038
-0.00139 0.105924 -0.00173 0.094134 -0.00311
16-Jan 0.069967 -0.01648 0.124405 -0.02534 0.080609 -0.00782 0.045002
-0.03628 0.067507 -0.02547 0.061998 -0.03317
16-Feb 0.059642 -0.01092 0.093536 -0.04365 0.065717 -0.00534 0.033701
-0.01313 0.052069 0.012975 0.07676 0.00127
16-Mar 0.085488 0.009066 0.097588 0.00784 0.066972 -0.01077 0.035102
0.009299 0.041685 0.00368 0.097081 0.003638
16-Apr 0.077174 -0.02227 0.076671 -0.00295 0.067276 -0.00647 0.021694
0.005411 0.049655 0.005316 0.088254 0.022902
16-May 0.069195 -0.00497 0.067416 -0.00932 0.082775 0.004632 0.033202
-0.00077 0.196307 -0.01142 0.119456 -0.00425
16-Jun 0.097455 -0.0136 0.061482 -0.00162 0.129515 0.012956 0.029188
-0.00652 0.176014 -0.00397 0.125573 0.006204
16-Jul 0.104777 0.014497 0.045435 0.016457 0.100695 0.014244 0.036942
0.018711 0.177081 0.000672 0.09933 -0.00171
16-Aug 0.099126 0.008854 0.050532 0.008233 0.101403 -0.00082 0.040107
-0.00017 0.180629 -0.00393 0.0904 -0.00772
16-Sep 0.095867 0.001927 0.058721 0.006162 0.092854 -0.00179 0.032254
0.007411 0.082157 -0.02736 0.083736 0.006736
16-Oct 0.071165 -0.02676 0.055384 -0.00487 0.07185 0.014646 0.020497 0.00806
0.058031 -0.00201 0.06654 0.033218
16-Nov 0.046141 0.002952 0.063315 -0.00122 0.073631 0.011232 0.027677
-0.01164 0.057347 0.010014 0.056544 0.033138
16-Dec 0.066547 0.000778 0.091166 -0.00091 0.086377 0.02276 0.036674
0.002547 0.06248 0.01014 0.073954 0.008925
17-Jan 0.062046 -0.00505 0.070734 0.01391 0.073518 0.014533 0.049839
0.007438 0.06157 0.022513 0.069436 0.002046
17-Feb 0.048757 0.017769 0.063187 0.003425 0.079388 0.012774 0.056143
0.00427 0.058395 -0.00668 0.164802 -0.00184
17-Mar 0.042455 -0.00482 0.062797 0.002898 0.071547 -0.00202 0.062613
0.001129 0.072438 0.0018 0.237231 0.010924

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05/08/20,
12:53:17 PM

On Fri, May 8, 2020 at 2:54 AM Jim Lemon <drjimlemon using gmail.com> wrote:

> Hi Subhamitra,
> For some reason, your data didn't make it through. Maybe you tried to
> send an .xls or .xlsx file. If so, export it as CSV or if it's not too
> big, just paste the text into your email.
>
> Jim
>
> On Thu, May 7, 2020 at 10:30 PM Subhamitra Patra
> <subhamitra.patra using gmail.com> wrote:
> >
> > 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*
> >
> > [image: Mailtrack]
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> > 05/07/20,
> > 05:51:03 PM
> > ______________________________________________
> > R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
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> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>


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

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