创建一个函数以沿多列xts对象运行回归

Question

I'm trying to create a function in R to use in a separate function such as apply.monthly/apply.quarterly. The function I'd like to create looks at a specified xts (or data frame etc) object and runs a regression and extracts the outputs using the first column of data in the xts file as the dependent variable and each additional column of data as its independent variable. I then want to reconstitute the summary results into a new finished table.

Any help solving would be much appreciated.

Answer 1

Your question is vague and solid runnable example not provided. So, you will have the same type of answer as your question. Try lapply and pass xts files as first argument of lapply finction. Then aggregate results with do.call()