Dear R-helpers,

In a data frame I have 100 securities,monthly closing value,from 1995 to
present,which I have to

1. Sampling with replacement,make 50 samples of 10 securities each,each
sample hence will be a data frame with 10 columns.
2. With uniform probabilty,mark a month from 2000 onwards as a "special"
month,t=0.
3. I have to subtract the market index from each column of each sample and
then compute the residues.
4. For each data frame of residues I have to compute the statistic (  Eps i0
- mean(Eps it )  ) / var( Eps it ). Here i and t vary over one particular
data frame. i0 corresponds to ith security residue on the special month.
Basically a t-test involving a frame instead of a vector.
5. Print out a table where the statistic is significant at the 1,5,10%
level.

Could someone give the broad ideas on doing this ?

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