lm() 数据帧和 for 循环

Question

我有数据框DFMyDataBase：

DATE          AUDCAD      AUDCHF       AUDJPY     AUDNZD      (...)
05/01/2017  0.965960    0.742230    85.315000   1.048500      (...)
08/01/2017  0.971760    0.746410    85.353000   1.048140      (...)
09/01/2017  0.975070    0.749300    85.307000   1.054290      (...)
10/01/2017  0.980720    0.754540    85.873000   1.054380      (...)
11/01/2017  0.983750    0.756540    85.861000   1.053650      (...)
12/01/2017  0.983320    0.756070    85.822000   1.051750      (...)
(...)   

还有数据框DFLM：

FirstSymbol     SecondSymbol    PValue     DickeyFullerCV
     AUDCAD           AUDCHF
     AUDCAD           AUDJPY
     AUDCAD           AUDNZD
     AUDCAD           AUDUSD
      (...)            (...)

根据DFLM 中存储的名称对构建lm()，它们代表DFMyDataBase 中的列名。 DFLM 的第一列表示因变量，第二列表示自变量。

Answer 1

听起来您希望基于存储在DFLM 中的名称对构建公式，这些名称代表DFMyDataBase 中的列名，然后使用这些公式作为在每一对上运行lm 的基础。我进一步猜测您希望DFLM 的第一列代表因变量，第二列代表自变量。

既然如此，你可以做类似的事情

f_list <- apply(DFLM, 1, function(x) as.formula(paste(x[1], "~", x[2])))

models <- lapply(f_list, function(x) {
  eval(call("lm", formula = x, data = quote(DFMyDataBase)))
  })

所以现在models 是lm 对象的列表，DFLM 的每一行对应一个，让您可以这样做：

models[[1]]
#> 
#> Call:
#> lm(formula = AUDCAD ~ AUDCHF, data = DFMyDataBase)
#> 
#> Coefficients:
#> (Intercept)       AUDCHF  
#>     0.06269      1.21739

或

summary(models[[3]])
#> 
#> Call:
#> lm(formula = AUDCHF ~ AUDNZD, data = DFMyDataBase)
#> 
#> Residuals:
#>          1          2          3          4          5          6 
#> -0.0037091  0.0010088 -0.0052919 -0.0001864  0.0029046  0.0052740 
#> 
#> Coefficients:
#>             Estimate Std. Error t value Pr(>|t|)  
#> (Intercept)  -0.8210     0.7342  -1.118    0.326  
#> AUDNZD        1.4944     0.6980   2.141    0.099 .
#> ---
#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
#> 
#> Residual standard error: 0.004446 on 4 degrees of freedom
#> Multiple R-squared:  0.534,  Adjusted R-squared:  0.4175 
#> F-statistic: 4.583 on 1 and 4 DF,  p-value: 0.09899

等等。

请注意，在您的示例数据框中，您的第四行包含两次相同的列名 - 目前尚不清楚您对这种情况的打算。我对输入进行了一些更改，如下所示。

---

数据

DFMyDataBase <- structure(list(DATE = c("05/01/2017", "08/01/2017",
"09/01/2017", "10/01/2017", "11/01/2017", "12/01/2017"), AUDCAD = c(0.96596, 
0.97176, 0.97507, 0.98072, 0.98375, 0.98332), AUDCHF = c(0.74223, 
0.74641, 0.7493, 0.75454, 0.75654, 0.75607), AUDJPY = c(85.315, 
85.353, 85.307, 85.873, 85.861, 85.822), AUDNZD = c(1.0485, 1.04814, 
1.05429, 1.05438, 1.05365, 1.05175)), class = "data.frame", row.names = c(NA, 
-6L))

DFLM <- structure(list(FirstSymbol = c("AUDCAD", "AUDCAD", "AUDCHF"), 
    SecondSymbol = c("AUDCHF", "AUDJPY", "AUDNZD")), row.names = c(NA, 
3L), class = "data.frame")

DFMyDataBase
#>         DATE  AUDCAD  AUDCHF AUDJPY  AUDNZD
#> 1 05/01/2017 0.96596 0.74223 85.315 1.04850
#> 2 08/01/2017 0.97176 0.74641 85.353 1.04814
#> 3 09/01/2017 0.97507 0.74930 85.307 1.05429
#> 4 10/01/2017 0.98072 0.75454 85.873 1.05438
#> 5 11/01/2017 0.98375 0.75654 85.861 1.05365
#> 6 12/01/2017 0.98332 0.75607 85.822 1.05175

DFLM
#>   FirstSymbol SecondSymbol
#> 1      AUDCAD       AUDCHF
#> 2      AUDCAD       AUDJPY
#> 3      AUDCHF       AUDNZD