dput(ydata)
structure(c(68.1000000000004, -34.8000000000002, 90.3999999999996,
54.6000000000004, -172.3, 51.8000000000002, 175, 79.8000000000002,
-35.7000000000007, 130.5, 116.8, -67.5, 164.5, 514.8, -326.1,
98.4000000000005, 160.2, 53.1999999999998, 283.6, -111.6, 127.8,
-17.3000000000002, 286.3, NA, NA, -102.900000000001, 125.2,
-35.7999999999993,
-226.900000000001, 224.1, 123.2, -95.1999999999998, -115.500000000001,
166.200000000001, -13.6999999999998, -184.3, 232, 350.3,
-840.900000000001,
424.500000000001, 61.7999999999993, -107, 230.400000000001,
-395.200000000001,
239.400000000001, -145.1, 303.6, NA, NA, NA, 228.1, -160.999999999999,
-191.100000000001, 451.000000000001, -100.900000000001, -218.4,
-20.3000000000011, 281.700000000002, -179.900000000001, -170.6,
416.3, 118.3, -1191.2, 1265.4, -362.700000000002, -168.799999999999,
337.400000000001, -625.600000000001, 634.600000000001,
-384.500000000001,
448.700000000001, NA, NA, -164.457840999999, 17.0793539999995,
95.9767880000009, 680.238166999999, -491.348690999999, -274.694009,
-256.332907, 469.62296, -146.431891, -41.0772019999995, -106.970104,
757.688263999999, -1689.214533, 2320.098952, -1446.97942, 516.384521,
-375.277650999999, 293.867029999999, 417.845195, 278.198807,
-968.592033999999, -314.195986, NA, NA, NA, 181.537194999999,
78.8974340000013, 584.261378999998, -1171.586858, 216.654681999999,
18.3611019999998, 725.955867, -616.054851, 105.354689000001,
-65.8929020000005, 864.658367999999, -2446.902797, 4009.313485,
-3767.078372, 1963.363941, -891.662171999999, 669.144680999999,
123.978165, -139.646388, -1246.790841, 654.396048, NA, 4937,
5005.1, 4970.3, 5060.7, 5115.3, 4943, 4994.8, 5169.8, 5249.6,
5213.9, 5344.4, 5461.2, 5393.7, 5558.2, 6073, 5746.9, 5845.3,
6005.5, 6058.7, 6342.3, 6230.7, 6358.5, 6341.2, 6627.5, 4187.5,
4296.004835, 4240.051829, 4201.178177, 4258.281313, 4995.622616,
5241.615228, 5212.913831, 4927.879527, 5112.468183, 5150.624948,
5147.704511, 5037.81397, 5685.611693, 4644.194883, 5922.877025,
5754.579747, 6102.66699, 6075.476582, 6342.153204, 7026.675021,
7989.395645, 7983.524235, 7663.456839), .Dim = c(24L, 7L), .Dimnames
= list(
NULL, c("DCred1", "DCred2", "DCred3", "DBoBC2", "DBoBC3",
"CredL1", "BoBCL1")), .Tsp = c(2001.08333333333, 2003, 12
), class = c("mts", "ts"))
NB: the NAs in the dataset emanated from lagging or differencing the
series
David's suggestion
df<-data.frame(DCred1,DCred2,DCred3,DBoBC2,DBoBC3,CredL1,BoBCL1)
Error in data.frame(DCred1, DCred2, DCred3, DBoBC2, DBoBC3, CredL1,
BoBCL1) :
arguments imply differing number of rows: 23, 22, 21, 24
So I modified as follows:
length(DCred3) # finding the minimum length of various series
[1] 21
# Then dataframe construction
dframe<-
data.frame(Dcre1=DCred1[1:21],Dcre2=DCred2[1:21],Dcre3=DCred3[1:21],
+
Dbobc2
=
DBoBC2
[1:21],Dbobc3=DBoBC3[1:21],CredL=CredL1[1:21],BoBCL=BoBCL1[1:21])
# Then estimated regression
regCred<- lm(Dcre1~Dcre2+Dcre3+Dbobc2+Dbobc3+CredL+BoBCL,
data=dframe)
summary(regCred)
# Worked well as shown by results below
Call:
lm(formula = Dcre1 ~ Dcre2 + Dcre3 + Dbobc2 + Dbobc3 + CredL +
BoBCL, data = dframe)
Residuals:
Min 1Q Median 3Q Max
-69.516 -27.695 -8.085 13.851 107.276
Coefficients:
Estimate Std. Error t value Pr(>|t|)
(Intercept) 159.32304 157.15209 1.014 0.327873
Dcre2 -0.75527 0.17262 -4.375 0.000634 ***
Dcre3 -0.21006 0.08656 -2.427 0.029329 *
Dbobc2 0.05111 0.06565 0.779 0.449197
Dbobc3 0.03106 0.03510 0.885 0.391108
CredL -0.10967 0.04933 -2.223 0.043177 *
BoBCL 0.09756 0.03097 3.150 0.007087 **
---
Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 52.3 on 14 degrees of freedom
Multiple R-squared: 0.9331, Adjusted R-squared: 0.9044
F-statistic: 32.55 on 6 and 14 DF, p-value: 1.911e-07
This is good, but couldn't I code the process for my 15 variable
model?
Perhaps that is where the use of
Dcr<- lapply(..., function(x) ...)
comes in?
AK, if you spare some minutes, please use my dput data to illustrate
the suggestion you made, I searched the lapply function (using ??
lapply) but could not get a handle of how to use it in my case. My
dput data is as shown below.
DCred1 DCred2 DCred3 DBoBC2 DBoBC3 CredL1 BoBCL1
Feb 2001 68.1 NA NA NA NA 4937.0 4187.500
Mar 2001 -34.8 -102.9 NA -164.45784 NA 5005.1 4296.005
Apr 2001 90.4 125.2 228.1 17.07935 181.53719 4970.3 4240.052
May 2001 54.6 -35.8 -161.0 95.97679 78.89743 5060.7 4201.178
Jun 2001 -172.3 -226.9 -191.1 680.23817 584.26138 5115.3 4258.281
Jul 2001 51.8 224.1 451.0 -491.34869 -1171.58686 4943.0 4995.623
Aug 2001 175.0 123.2 -100.9 -274.69401 216.65468 4994.8 5241.615
Sep 2001 79.8 -95.2 -218.4 -256.33291 18.36110 5169.8 5212.914
Oct 2001 -35.7 -115.5 -20.3 469.62296 725.95587 5249.6 4927.880
Nov 2001 130.5 166.2 281.7 -146.43189 -616.05485 5213.9 5112.468
Dec 2001 116.8 -13.7 -179.9 -41.07720 105.35469 5344.4 5150.625
Jan 2002 -67.5 -184.3 -170.6 -106.97010 -65.89290 5461.2 5147.705
Feb 2002 164.5 232.0 416.3 757.68826 864.65837 5393.7 5037.814
Mar 2002 514.8 350.3 118.3 -1689.21453 -2446.90280 5558.2 5685.612
Apr 2002 -326.1 -840.9 -1191.2 2320.09895 4009.31348 6073.0 4644.195
May 2002 98.4 424.5 1265.4 -1446.97942 -3767.07837 5746.9 5922.877
Jun 2002 160.2 61.8 -362.7 516.38452 1963.36394 5845.3 5754.580
Jul 2002 53.2 -107.0 -168.8 -375.27765 -891.66217 6005.5 6102.667
Aug 2002 283.6 230.4 337.4 293.86703 669.14468 6058.7 6075.477
Sep 2002 -111.6 -395.2 -625.6 417.84519 123.97817 6342.3 6342.153
Oct 2002 127.8 239.4 634.6 278.19881 -139.64639 6230.7 7026.675
Nov 2002 -17.3 -145.1 -384.5 -968.59203 -1246.79084 6358.5 7989.396
Dec 2002 286.3 303.6 448.7 -314.19599 654.39605 6341.2 7983.524
Jan 2003 NA NA NA NA NA 6627.5 7663.457
Thanks kindly. Lexi
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