Мы хотим выполнить регрессию временных рядов по следующим переменным:
- rjt1 - Rf (1m)
- InDeltaOSEBX - Rf (1m)
Мы имеем доход более чем на 100 взаимных фондов с середины 80-х годов и до сегодняшнего дня. Мы хотим сделать регрессию временных рядов данных, идентифицирующих альфа. Поскольку набор данных слишком велик, чтобы делиться им, я взял первые 50 строк из фрейма данных det и напечатал их ниже (df называется TEST).
У кого-нибудь есть какие-либо советы о том, как go продвигаться в этом?
* (Примечание: мы попытались импортировать наборы данных с помощью команды read.zoo, которая выдает следующее сообщение об ошибке: Ошибка при сканировании (файл = файл, что = что, sep = sep, quote = quote , de c = de c,: в строке 1 не было 3 элементов. Дополнительно: Предупреждающие сообщения: 1: При чтении (файл, ...): строка 1 содержит встроенные нули 2: При чтении (файл , ...): строка 2 содержит встроенные нули 3: При чтении (файл, ...): строка 3 содержит встроенные нули
Если это влияет на регрессию временных рядов, то мы хотелось бы сом сомнение по решению этой проблемы) *
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