Hi,
Try:
Testcor <- read.table("Testcor.txt",sep="",header=TRUE,stringsAsFactors=FALSE)
Testcor$DATE <- as.Date(Testcor$DATE)
firm.names <- colnames(Testcor)[!grepl("DATE|Market",colnames(Testcor))]
res <- sapply(firm.names, function(x) {cor.results <-
cor.test(Testcor[,x],Testcor[,"Market"],na.action=na.exclude);
cor.results$estimate})
# PAXN.cor PED.cor PEDP.cor PM.cor PRFN.cor PRWN.cor
#-0.31113122 -0.09359550 -0.17056943 0.40025112 0.34385888 0.17935045
# ZG.cor ZUBN.cor ZURN.cor ZWM.cor
#0.20762797 0.39238270 0.74336028 -0.09166795
A.K.
On Tuesday, October 15, 2013 1:57 PM, rissa <riss...@gmx.ch> wrote:
Hi together
I'm pretty new to R, so excuse me if it is a basic question.
I have a big dataset (extract of it found in the attachment) of returns from
firms. I'd like to compute the Pearson correlation of each firm with the
"Market" and the corresponding p-Value. So I thought of making a list of
'cor.test's and then extract the needed values with a for loop. What I did
so far...
dataset=Testcor
dataset$DATE<-as.Date(dataset$DATE,"%Y-%m-%d")
firm.names=colnames(dataset)[2:length(colnames(dataset))]
cor.results1=lapply(firm.names,function(x)cor.test(as.formula(paste(firm.names[firm.names==x],Market)),data=dataset,na.action=na.exclude))
But I always get error messages like
Error in paste(firm.names[firm.names == x], Market) :
object 'Market' not found
or (when I attach dataset)
Error in parse(text = x) : <text>:1:6: unexpected numeric constant
1: PAXN NA
(Next step would have been something like
for(i in 1:ncol(cor.results1)){
newmatrix[1,i]= cor.results1 [[i]]$estimate}
etc)
Could you please help me?
Thank you so much!
Rissa
Testcor.txt <http://r.789695.n4.nabble.com/file/n4678290/Testcor.txt>
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