为其他时间序列自动重复命令

Question

我有一个数据包含 16 个 obs。和 30 个变量，我想对每一列应用 ADF 测试。名为 test1 的数据，第一列名为 TBdu_jp

我的代码：

library(tseries)
library(urca)
library(vars)
TBdu_jp <- ts(test1$TBdu_jp, start = 1999, end = 2014, frequency = 1)
TBdu_jp <- log(TBdu_jp)
adf1 <- summary(ur.df(TBdu_jp, type = "none", lags = 0))
adf_lag0 <- summary(ur.df(TBdu_jp, type = "none", lags = 0))
adf_lag0 <- summary(ur.df(TBdu_jp, type = "trend", lags = 0))
adf_lag0 <- summary(ur.df(TBdu_jp, type = "none", lags = 0))
adf_lag0_t <- summary(ur.df(TBdu_jp, type = "trend", lags = 0))
adf_lag0_d <- summary(ur.df(TBdu_jp, type = "drift", lags = 0))
adf_lag0_d1 <- summary(ur.df(diff(TBdu_jp,differences = 1), type = "none", lags = 0))
adf_lag0_d2 <- summary(ur.df(diff(TBdu_jp,differences = 2), type = "none", lags = 0))
adf_lag0_d1_t <- summary(ur.df(diff(TBdu_jp,differences = 1), type = "trend", lags = 0))
adf_lag0_d2_t <- summary(ur.df(diff(TBdu_jp,differences = 2), type = "trend", lags = 0))
adf_lag0_d1_dr <- summary(ur.df(diff(TBdu_jp,differences = 1), type = "drift", lags = 0))
adf_lag0_d2_dr <- summary(ur.df(diff(TBdu_jp,differences = 2), type = "drift", lags = 0))

是否有允许我对其余列自动重复相同命令的命令？

此外，是否可以在不重写代码的情况下发出相同的命令但针对不同数量的滞后，例如 1、2、3 和 4 的滞后数量？

Answer 1

sumts <- function(x) {
  x <- log(ts(x, start = 1999, end = 2014, frequency = 1))
  list(adf1=summary(ur.df(x, type = "none", lags = 0)),
       adf_lag0=summary(ur.df(x, type = "none", lags = 0)),
       adf_lag0_t=summary(ur.df(x, type = "trend", lags = 0)),
       adf_lag0_d=summary(ur.df(x, type = "drifft", lags = 0)),
       adf_lag0_d1= summary(ur.df(diff(x,differences = 1), type = "none", lags = 0)),
       adf_lag0_d2= summary(ur.df(diff(x,differences = 2), type = "none", lags = 0)),
       adf_lag0_d1_t= summary(ur.df(diff(x,differences = 1), type = "trend", lags = 0)),
       adf_lag0_d2_t=summary(ur.df(diff(x,differences = 2), type = "trend", lags = 0)),
       adf_lag0_d1_dr=summary(ur.df(diff(x,differences = 1), type = "drift", lags = 0)),
       adf_lag0_d2_dr=summary(ur.df(diff(x,differences = 2), type = "drift", lags = 0))
  )
}
lapply(test1, sumts)

为其他时间序列自动重复命令

Repeat command automatically for other time series

automation

command

r

repeat