[R-SIG-Finance] create data frame with coefficients from many regressions
iza.ch1
iza.ch1 at op.pl
Mon Jul 22 19:54:28 CEST 2013
Hi !
I want to ask if somebody knows the way to create data frame with coefficients from many regressions
I regress the first column from ret against the first columns from median, then the second with the second and so on.
This is the code used for regression
i<-1:6
lapply(seq_len(ncol(ret)),function(i) {lm(ret[,i]~median[,i])}
I get 6 results for each regression
[[1]]
Call:
lm(formula = ret[, i] ~ median[, i])
Coefficients:
(Intercept) median[, i]
0 1
[[2]]
Call:
lm(formula = ret[, i] ~ median[, i])
Coefficients:
(Intercept) median[, i]
-1.411e-17 1.000e+00
now I would like to create a data frame with intercepts which looks like it
[[1]] [[2]]
Intercept
median
I tried to use ddply command but it does not work. I will be very grateful for the hint :)
Thank you in advance
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