使用双循环(不使用包)从多家公司的股票价格计算股票收益 [英] Computing stock returns from stock prices of multiple companies using a double for-Loop (without using a package)

问题描述

我有一个多列(每列代表一家公司)和多行(由股票价格组成)的矩阵

I have a matrix with multiple columns (each column represents a company) and multiple rows (consisting of stock prices)

我想计算退货不使用包！

我尝试使用双 for 循环来实现，但不起作用，出现错误:

I try to do it with a double for-Loop, but it doesn't work, I get an error:

"错误在 Portf_Returns[i, j] <- Portf_ClosingPrices[i + 1, j]/Portf_ClosingPrices[i, :矩阵上的下标数量不正确"

"Error in Portf_Returns[i, j] <- Portf_ClosingPrices[i + 1, j]/Portf_ClosingPrices[i, : incorrect number of subscripts on matrix"

# Trying to compute Returns in a matrix of stock Prices with double for-loop
ClosingPrices <- sample(10,30,10) # I generate some random stock prices

Portf_ClosingPrices <- matrix(ClosingPrices,nrow = 10, ncol = 3) # 3 companies (3 colums) and 10 stock prices for each company

Portf_Returns <- NULL
i <- 1
j <- 1
for (j in 1:3) {
  for (i in 1:9) {
    Portf_Returns[i,j] <- Portf_ClosingPrices[i+1,j] / Portf_ClosingPrices[i,j] - 1
  }
}
Portf_Returns

推荐答案

您需要初始化矩阵以返回值:

You need to initialize the matrix to return the values:

ClosingPrices <- sample(10,30,10) # I generate some random stock prices

Portf_ClosingPrices <- matrix(ClosingPrices,nrow = 10, ncol = 3) # 3 companies (3 colums) and 10 stock prices for each company

Portf_Returns <- matrix(NA,10,3)

for (j in 1:3) {
  for (i in 1:9) {
    Portf_Returns[i,j] <- Portf_ClosingPrices[i+1,j] / Portf_ClosingPrices[i,j] - 1
  }
}
Portf_Returns

            [,1]       [,2]       [,3]
 [1,] -0.7500000  7.0000000 -0.8333333
 [2,]  2.0000000 -0.6250000  2.0000000
 [3,] -0.5000000  2.0000000  2.0000000
 [4,]  1.0000000  0.0000000  0.0000000
 [5,]  0.6666667 -0.7777778 -0.2222222
 [6,] -0.6000000  2.0000000  0.2857143
 [7,] -0.7500000  0.5000000 -0.8888889
 [8,]  2.0000000 -0.5555556  7.0000000
 [9,]  2.0000000  0.2500000 -0.1250000
[10,]         NA         NA         NA

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