各位好,请教一个问题。数据在下面,现在要回归y1和x1,x2,x3的关系,然后在回归y2和x1,x2,x3的关系。想使用dynlm命令做动态回归,想问一下应该怎么写代码?
dynlm命令参数:
dynlm(formula, data, subset, weights, na.action, method = "qr",
model = TRUE, x = FALSE, y = FALSE, qr = TRUE, singular.ok = TRUE,
contrasts = NULL, offset, start = NULL, end = NULL, ...)
主要疑问:
在写formula的时候,对于第一个是y1~x1+x2+x3,第二个是y2~x1+x2+x3。现在能不能用dynlm实现逐列循环,写一条命令来实现?
> y<-zoo(matrix(rnorm(20),4))
> colnames(y)<-c("y1","y2","x1","x2","x3")
> y
y1 y2 x1 x2 x3
1 0.91897737 0.61982575 -0.4781501 0.38767161 -0.3942900
2 0.78213630 -0.05612874 0.4179416 -0.05380504 -0.0593134
3 0.07456498 -0.15579551 1.3586796 -1.37705956 1.1000254
4 -1.98935170 -1.47075238 -0.1027877 -0.41499456 0.7631757