[R] combining two different matrizes

ThomasH thomas.hufnagel1 at gmx.de
Wed Jun 5 23:56:16 CEST 2013


Hello together,

this is ma first post, so please aplogize me if post this in the wrong
section.

I have problem concerning ma two matrizes.

After a regressione and so on, I got two matrizes

Matrixres contains the results of ma calculation.

Matrixr contains my detiene, which where Aldo used for the regression.

Please ser the following code:

#Datei einlesen
residual = read.csv2("E:***Input-R_Renditen.csv",header=TRUE, sep=";")


#Aktientitel
alist <- list()
for (a in 2:11){


#Regression
   #Länge Gesamtzeit
   t <- 243
   tx <- t-59

   #Länge Regression
   reglist <- list()
   for (i in 1:tx){
   j <- i+59

   #RegressionsVariable
   x = residual[i:j,a]
   rm = residual[i:j,12]
   smb = residual[i:j,13]
   hml = residual[i:j,14]
   rf = residual[i:j,15]

   #Überschussrenditen
   ex=x-rf
   erm=rm-rf

   #Regression
   reg <- lm(ex~erm+smb+hml)
   reglist[[i]] <- coef(reg)
   

#Berechnung Residuum
      #Residual Berechnung
      rx = residual[(j-5):j,a]
      rrm = residual[(j-5):j,12]
      rsmb = residual[(j-5):j,13]
      rhml = residual[(j-5):j,14]
      rrf = residual[(j-5):j,15]

      rex = rx-rrf
      rerm = rrm-rrf

      #Berechnung
      res <-
sum(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))/sd(rex-(reglist[[i]][2]*rerm+reglist[[i]][3]*rsmb+reglist[[i]][4]*rhml))
      reglist[[i]] <- res
}   
   

#Residuen auf alle Aktien
   alist[[a]] <- reglist
}
   
#Matrix mit Residuen
   matrixres <- do.call(cbind,alist)

#Spaltennamen/Zeilennamen
s<- names(residual)[2:11]
colnames(matrixres)<-s

#RenditeMatrix
matrixr <- do.call(cbind,residual[60:243,2:11])


Now I want to combines  the two matrizes in the following way:

Under every row of matrixres should stand the row of matrixr for excample:

Matrixres row1
Matrixr row1
Matrixres row2
Matrixr row 2

Can anybody help me? I was working on this problem the whole day, but have
no idea.

Thanks alot
Thomash




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