请问各位大神,这段代码哪里有错误,菜鸟一枚,没看出来,求大神帮助
模数师 2018-07-08 05:05:26 library(RODBC)
library(xts)
library(dplyr)
stck<-read.csv("C:/Users/Administrator/Desktop/量化投资/stk.csv")
idx<-read.csv("C:/Users/Administrator/Desktop/量化投资/INDEX.csv")
idx.ret<-idx[,c(1,2)]
rf<-(3.2406)^(1/360)-1
idx.ret.xts<-xts(idx.ret$R,order.by=as.Date(idx.ret$DATE))
stck.ret<-stck[,c(1,2,5)]
d<-unique(stck.ret$StkCd)
stkx<-d
data.list<-list()
j<-1
for(i in d ){data.list[[j]]=assign(paste("stk",i,sep=""),filter(stck.ret,StkCd==i));j=j
+1;q=length(d);j<=q}
data.list.xts<-lapply(data.list, function(X){X<-xts(X$R,order.by = as.Date(X$DATE))})
idx.stk.xts<-lapply(data.list.xts, function(x){x<-merge(x,idx.ret.xts,all=TRUE)-rf})
idx.stk.xts.1<-lapply(idx.stk.xts, function(x){x<-na.omit(x)})
camp<-lapply(idx.stk.xts.1, function(x){x<-lm(data=x,formula = x~idx.ret.xts)})
camp2<-lapply(camp, function(x){x<-coef(x)})
camp3<-lapply(camp2,function(x){x<-x[1]})
data.1<-data.frame(camp3)
data.2<-data.frame(t(data.1))
alpha.CAPM<-data.frame(stkx,data.2)
alpha.CAPM<-data.frame(stkCd,data.2)
alpha.CAPM<-data.frame(stkx<-d,data.2)
data.4<-alpha.CAPM[order(alpha.CAPM$X.Intercept.),]
names(data.4)<-c("stkx","alpha")
row.names(data.4)<-c(1:q)