[R] [R ] Writing loop to estimate ARCH test for a multiple columns of a data frame?

[Jim Lemon]

1) In general, *apply functions return a list with the number of elements
equal to the number of columns or other elements of the input data. You can
assign that list as I have to "spout" in the first example.

2) spout<-list() assigns the name "spout" to an empty list. As we are
processing columns 2 to 12 of the input data, spout[[i-1]] assigns the
results to elements 1 to 11 of the list "spout". Just a low trick.

1a) Yes, you can create a "wrapper" function that will return only the
statistic and p.value.

# create a function that returns only the
# statistic and p.value as a string
archStatP<-function(x) {
 archout<-ArchTest(x)
 return(sprintf("ChiSq = %f, p = %f",archout$statistic,archout$p.value))
}
# using "lapply", run the test on each column
spout<-lapply(sp_8_5[,2:12],archStatP)

Note that I should have used "lapply". I didn't check the output carefully
enough.

2a) Now you only have to separate the strings in "spout" with TAB
characters and import the result into Excel. I have to wash the dishes, so
you're on your own.

Jim

On Fri, May 8, 2020 at 8:26 PM Subhamitra Patra <subhamitra.patra using gmail.com>
wrote:

> Dear Sir,
>
> Thank you very much for such an excellent solution to my problem. I was
> trying sapply function since last days, but was really unable to write
> properly. Now, I understood my mistake in using sapply function in the
> code. Therefore, I have two queries regarding this which I want to discuss
> here just for my learning purpose.
>
> 1. While using sapply function for estimating one method across the
> columns of a data frame, one needs to define the list of the output table
> after using sapply so that the test results for each column will be
> consistently stored in an output object, right?
>
> 2. In the spout<- list() command, what spout[[i-1]]  indicates?
>
> Sir, one more possibility which I would like to ask related to my above
> problem just to learn for further R programming language.
>
> After running your suggested code, all the results for each column are
> being stored in the spout object. From this, I need only the statistics and
> P-value for each column. So, my queries are:
>
> 1. Is there any way to extract only two values (i.e., statistics and
> p-value) for each column that stored in spout object and save these two
> values in another R data frame for each column?
>  or
> 2. Is there any possibility that the statistics and p-value calculated for
> each column can directly export to a word file in a table format (having 4
> columns and 3 rows). In particular, is it possible to extract both
> statistic and p-value results for each column to an MS word file with the
> format of A1, A2, A3, A4 column results in 1st row, A5, A6, A7, A8 column
> results in 2nd row, and A9, A10, A11, A12 column results in the 3rd row of
> the table?
>
>
> Like before, your suggestion will definitely help me to learn the advanced
> R language.
>
> Thank you very much for your help.
>
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>
> On Fri, May 8, 2020 at 2:37 PM Jim Lemon <drjimlemon using gmail.com> wrote:
>
>> Hi Subhamitra,
>> This isn't too hard:
>>
>> # read in the sample data that was
>> # saved in the file "sp_8_5.tab"
>> sp_8_5<-read.table("sp_8_5.tab",sep="\t",
>>  header=TRUE,stringsAsFactors=FALSE)
>> library(tseries)
>> library(FinTS)
>> # using "sapply", run the test on each column
>> spout<-sapply(sp_8_5[,2:12],ArchTest)
>>
>> The list "spout" contains the test results. If you really want to use a
>> loop:
>>
>> spout<-list()
>> for(i in 2:12) spout[[i-1]]<-ArchTest(sp_8_5[,i])
>>
>> Jim
>>
>>
>> On Fri, May 8, 2020 at 5:27 PM Subhamitra Patra <
>> subhamitra.patra using gmail.com> wrote:
>>
>>> Dear Sir,
>>>
>>> Herewith I am pasting a part of my sample data having 12 columns below,
>>> and want to calculate ARCH test for the 12 columns by using a loop.
>>>
>>>
>
> --
> *Best Regards,*
> *Subhamitra Patra*
> *Phd. Research Scholar*
> *Department of Humanities and Social Sciences*
> *Indian Institute of Technology, Kharagpur*
> *INDIA*
>

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