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

[Jim Lemon]

Hi Subhamitra,
For some reason, your data didn't make it through. Maybe you tried to
send an .xls or .xlsx file. If so, export it as CSV or if it's not too
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Jim

On Thu, May 7, 2020 at 10:30 PM Subhamitra Patra
<subhamitra.patra using gmail.com> wrote:
>
> Dear R-users,
>
> I want to estimate ARCH test for multiple columns (i.e.,  from 2:21 COLUMNS
> ) in my data. For this purpose, I want to run a loop to calculate ARCH test
> results for each column in the data frame. I tried by using for loop and
> lapply function, but unable to write a loop for computing the ARCH test
> simultaneously for each column (i.e., from 2:21 columns) of my data frame.
>
> Below is my ARCH test code which I want to estimate for multiple columns of
> the data frame in a loop.
>
> library(tseries)
>
> library(FinTS)
>
> ArchTest (A, lags=1, demean = FALSE)
>
> Hence, A is a vector for which the ARCH test result is calculated. Here, I
> want to write a loop so that the ArchTest can be calculated simultaneously
> for each column of my data frame. From ARCH test result, I require only the
> calculated Chi-square value and its p-value for each column that stored in
> another matrix or object for each column as an output file.
>
> For your convenience, I attached my sample data below. Please find it.
>
> Please help me for which I shall be always grateful to you.
>
> Thank you.
>
> --
> *Best Regards,*
> *Subhamitra Patra*
> *Phd. Research Scholar*
> *Department of Humanities and Social Sciences*
> *Indian Institute of Technology, Kharagpur*
> *INDIA*
>
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