Tesi

#rm(list=ls()) #uncomment to clear the enviroment each run
Alternate<-function(x,y){
    if (length(x)!=length(y)){
        print("Error, vectors are not of the same size!")
        return()
    }
    result<-vector(length=length(x)*2)
    result<-c(c(x,y)[c(TRUE,FALSE)],c(x,y)[c(FALSE,TRUE)])
    return(result)
}

GetData <- function(regression){
    if (class(regression)!="lm"){
        print("Error! The data can be estracted only from a liner regression model")
    }
    dati<-summary(regression)
    result<-vector(mode="double",length=(nrow(dati$coefficients)*2)+2)
    names(result)<-c(
            Alternate(
                    paste("Regressor",1:nrow(dati$coefficients),sep="."),
                    paste("P-Value",
                            paste("Regressor",1:nrow(dati$coefficients),sep="."),
                            sep=".")
            ),
            "R^2","F significance")

    for(i in 1:nrow(dati$coefficients)){
        result[((i-1)*2)+1]=dati$coefficient[i,1]
        result[((i-1)*2)+2]=dati$coefficient[i,4]
        i<-i+2
    }
    result[length(result)-1]=dati$r.squared
    result[length(result)]=1-pf(dati$fstatistic[1],dati$fstatistic[2],dati$fstatistic[3])
    return(result)
}
setwd("C:\\Users\\Luca\\Desktop\\Tesi\\R")
Returns<-read.table(file="Dati Daily 2008.txt",  header=TRUE)
Regressors<-Returns[,13:ncol(Returns)]
Returns<-Returns[,1:12]
for (i in 1:ncol(Regressors)){
    Risultati<-NULL
    for(j in 1:ncol(Returns)){
        Betas<-GetData(lm(Returns[,j]~Regressors[,i]))
        Risultati<-rbind(Risultati,Betas)
        rownames(Risultati)[j]=names(Returns)[j]
        if (j==1){
            colnames(Risultati)<-names(Betas)
        }
    }
    write.csv(Risultati,paste(names(Regressors)[i],".csv"),na="NA")
}