Nested For Loop with lists

Question

I'm trying to create a nested For Loop that does the following: the Outer Loop grabs 100 days of stock data and then iterates forward by 1 day each for each loop. The Inner Loop takes that 100 days and runs 100 regressions (i.e. Day1:100, Day2:100, Day3:100, etc.) It saves the R2's of each regression to a list. Hypothetically, each element of the list should contain 100 r2s. Being somewhat new to R, I'm not sure what I'm doing wrong, but the end result is a list where each element only has one value, not 100. Here is my code:

require(quantmod)

getSymbols("SPY", src = "google", from = "2016-10-15", to = "2017-08-14")
tmp <- SPY

tickerClose <- data.frame(tmp[,"SPY.Close"], Time = index(tmp))    

grab <- list()
for (j in 1:(nrow(tickerClose)-100)) {
        temp <- tickerClose[j:(99+j),]
                for (i in 1:100) {
                      tmpSet <- temp[(nrow(temp)-(100-i)):nrow(temp),]
                      colnames(tmpSet) <- c("Close","Time")
                      tickerQuad <- lm(Close ~ as.vector(Time), data = tmpSet)
                      grab[[i]] <- summary(tickerQuad)[8]
                } 
}

Nimantha · Accepted Answer · 2021-11-23 14:46:11Z

5

You can tweak your code as

grab <- list()
final_grab <- list()
for (j in 1:(nrow(tickerClose)-100)) {
  for (i in 1:100) {
    <your code>
    grab[[i]] <- summary(tickerQuad)[8]
  } 
  final_grab[[j]] <- grab
}

final_grab will have the resulting list which you are interested in.

edited Nov 23, 2021 at 14:46

Nimantha

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answered Aug 23, 2017 at 7:30

Prem

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