Hi
I am a PhD student and I want to learn how to run Linear regression with Lag-5
on R through "For Loop". Please find the details below:
1- I need guidance about Coding/ Programming for Simple Linear
Regression with Lag-5 on R.
2- I have time series data of “Daily Returns” of 15 stocks and I want
to see how each stock’sreturn is connected to all other stocks’ returns. This
means, I have to runregression as follows:
a) Impact of Stock 1’s return on return of Stock 2. Impact
of Stock 1’s return onreturn of Stock 3. Impact of Stock 1’s return on return
of Stock 4 ……… tillreturn of Stock 15. b) Then, Impact of
Stock 2’s return on return of Stock 1. Impact of Stock 2’sreturn on return of
Stock 3. Impact of Stock 2’s return on return of Stock 4……… till return of
Stock 15. And this will continue till Stock 15, one after another.
c) As the the process will have to be repeated, therefore instead of
manual coding everytime, “For Loop” is required.
I shall bereally grateful for a detailed reply.
Thanks.
Regards
Saba Sehrish
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