search for: beta_v

...331,12) z <- rep(seq(0,331,by=11)+1, each=2) zz <- z[-c(1,length(z))] ind <- as.data.frame(matrix(zz, nr=2)) lapply(ind, function(x) mat[x[1]:x[2],]) cat("For",x/4,"month i.e",x,"week, number of windows is = ",length(ind),"\n") jj<-length(ind) beta_val<-matrix(0,jj,ncol(mat)) prc_chng<-matrix(0,jj,ncol(mat)) p<-x-1 for (j in 2:ncol(mat)) { i<-1 k<-1 while (i<=jj) { beta_val[i,j]<-cov(mat[(k):(k+p),1],mat[(k):(k+p),j])/sd(mat[(k):(k+p),1]) prc_chng[i,j]<-((mat[(k+p),j]-mat[(k),j])/mat[(k),j])*100 k<-k+p i<-i+1 } }...