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

[Jim Lemon]

Hi Subhamitra,
This isn't too hard:

# read in the sample data that was
# saved in the file "sp_8_5.tab"
sp_8_5<-read.table("sp_8_5.tab",sep="\t",
 header=TRUE,stringsAsFactors=FALSE)
library(tseries)
library(FinTS)
# using "sapply", run the test on each column
spout<-sapply(sp_8_5[,2:12],ArchTest)

The list "spout" contains the test results. If you really want to use a
loop:

spout<-list()
for(i in 2:12) spout[[i-1]]<-ArchTest(sp_8_5[,i])

Jim


On Fri, May 8, 2020 at 5:27 PM Subhamitra Patra <subhamitra.patra using gmail.com>
wrote:

> 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.
>
>

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