[R] Help with permutation / loops

[Ferreira, Thiago Alves]

Hi everyone,
I am writing a code for cointegration between n (n=6 initially) pairs.

I have done the whole thing for 2 variables. There is a function coint(x1,x2) that takes 2 inputs x1 and x2 and does the following:

coint<-function (x1,x2)
{
        adfdata(x1)
        adfdata(x2)

        engle<-lm(x1~x2)
        residual<-resid(engle)
        adfresd(residual, k=1)

                                par(mfrow=c(2,1))
                                ts.plot(x1)
                                ts.plot(x2)
                                ts.plot(residual)
 }

Where X1,x2,..,x6 are time series of length 250 or more

Where adfdata() is a function that calculates the adf test for x1 and x2. There are 6 variables in total (x1,x2,...,x6) and I want to calculate this function coint for the permutation of these variables. That is coint(x1,x2); coint(x1,x3); coint(x1,x4);...coint(x6,x5) (without repetition because x1,x1 are cointegrated already)

I thought about creating an array with the combinations Xi,Xj and apply the function to each combination in the array but I could not get it to work...
I would really appreciate if someone could help me on this!

Thank you,
Kind regards,
Thiago