search for: stock2

Hello Every one I have data on Stock prices and I want to calculate the return on all the stocks and then replace all the stock prices with the returns can any one tell me how to do My data is in the format given below Date Stock1 Stock2 Stock3 01/01/2000 1 2 3 01/02/2000 5 6 7 01/03/2000 1 2 3 01/04/2000 5 6 7 Thanks [[alternative HTML version deleted]]

...I have data on stock prices and market indices and I need to run a seperate regression of every stock on market so I want to write a "for loop" so that I wont have to write codes again and again to run the regression... my data is in the format given below Date Stock1 Stock2 Stock3 Market 01/01/2000 1 2 3 4 01/02/2000 5 6 7 8 01/03/2000 1 2 3 4 01/04/2000 5 6 7 8 So can any one help me how to write this loop...

...I have data on stock prices and market indices and I need to run a seperate regression of every stock on market so I want to write a "for loop" so that I wont have to write codes again and again to run the regression... my data is in the format given below Date Stock1 Stock2 Stock3 Market 01/01/2000 1 2 3 4 01/02/2000 5 6 7 8 01/03/2000 1 2 3 4 01/04/2000 5 6 7 8 So can any one help me how to write this loop...

Hello Every one I have data on Stock prices and I want to calculate the return on all the stocks and then replace all the stock prices with the returns can any one tell me how to do My data is in the format given below Date Stock1 Stock2 Stock3 01/01/2000 1 2 3 01/02/2000 5 6 7 01/03/2000 1 2 3 01/04/2000 5 6 7 Thanks [[alternative HTML version deleted]]

...olumn in my matrix represents a different stock and each row represents the return to the strategy given a certain market move. So the rows are not a time series of percentage returns but a dollar payout in different expected scenarios, i.e. Expected Return Matrix (ER) = stock1 stock2 .... stockn scenario1 $ $ $ scenario2 $ $ $ scenario3 $ $ $...

...g message: In po.test(prices, demean = FALSE) : p-value smaller than printed p-value As you can see I'm testing the same matrix (prices). How is it possible that URCA tells there is **NO** cointegration and TSERIES **YES** ?? Prices max it's a simple matrix with two columns (stock1 - stock2), take a look to an extract of that. 1 3.065448 5.244870 2 3.094924 5.806821 3 2.873858 5.647601 4 3.205457 6.190820 5 3.315990 6.453064 6 3.168612 6.865161 7 3.271777 7.230428 Thank you -- View this message in context: http://r.789695.n4.nabble.com/Did-...

...TRUE Second Error: Error in .rquadprog(Dmat = args$Dmat, dvec = args$dvec, Amat = args$Amat, : NA/NaN/Inf in foreign function call (arg 8) I'm using a timeSeries created from daily stock prices of selected stocks on the Bombay Sensex. My timeSeries is of the following format date stock1 stock2 stock3 I don't understand why I'm getting these errors. I tried the same functions using the SWX.RET and LPPDATA2005.RET time series and I got results. Regards Abhijit Bera [[alternative HTML version deleted]]