Re: [R] Linear Regression Question

2009-10-14 Thread Peter Ehlers
Alexandre, Let me add two small points to Ted's exposition: 1. you can use the extractor function coefficients(), or just coef() on the summary: coef(summary(regression)) which will also give you the matrix of estimates, etc. 2. You will find that using the function str() often is

Re: [R] Linear Regression Question

2009-10-14 Thread Ted Harding
On 13-Oct-09 21:17:11, Alexandre Cohen wrote: > Dear Sir or Madam, > I am a student at MSc Probability and Finance at Paris 6 University/ > Ecole Polytechnique. I am using R and I can't find an answer to the > following question. I will be very thankful if you can answer it. > > I have two vect

Re: [R] Linear Regression Question

2009-10-14 Thread Jakson A. Aquino
On Tue, Oct 13, 2009 at 11:17:11PM +0200, Alexandre Cohen wrote: > I have two vectors rendements_CAC40 and rendements_AlcatelLucent. > I use the lm function as follows, and then the sumarry function: > > regression=lm(rendements_CAC40 ~ rendements_AlcatelLucent); > sum=summarry(regression); [...]

[R] Linear Regression Question

2009-10-14 Thread Alexandre Cohen
Dear Sir or Madam, I am a student at MSc Probability and Finance at Paris 6 University/ Ecole Polytechnique. I am using R and I can't find an answer to the following question. I will be very thankful if you can answer it. I have two vectors rendements_CAC40 and rendements_AlcatelLucent. I use