合并同名列并在R中应用Johansen测试

我有两个数据库（处理前后数据为多列）：

治疗前

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Data1您可以循环遍历列名称，并找到

Johansen协整

，如下所示：

# Create a sample data frame
Data1<- data.frame(X1 = rnorm(10, 0, 1), X2 = rnorm(10, 0, 1),  X3 = rnorm(10, 0, 1))
Data2 <-data.frame(X1 = rnorm(10, 0, 1), X2 = rnorm(10, 0, 1),  X3 = rnorm(10, 0, 1))

library("urca")
 # loop through all columns index
for(i in ncol(Data1)) {
  col <- paste0("X", as.character(i)) # find the column name
  data <- cbind(Data1[, col], Data2[, col]) # get the data from Data1 and Data2, all rows of a column = col
  # Your method for finding Ca.Jo ...
  Jo<- ca.jo(data, type="trace",K=2,ecdet="none", spec="longrun")
  summary(Jo)
}

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希望这将对您有所帮助。

您可以循环浏览列名称并找到

Johansen协整，如下所示：

# Create a sample data frame
Data1<- data.frame(X1 = rnorm(10, 0, 1), X2 = rnorm(10, 0, 1),  X3 = rnorm(10, 0, 1))
Data2 <-data.frame(X1 = rnorm(10, 0, 1), X2 = rnorm(10, 0, 1),  X3 = rnorm(10, 0, 1))

library("urca")
 # loop through all columns index
for(i in ncol(Data1)) {
  col <- paste0("X", as.character(i)) # find the column name
  data <- cbind(Data1[, col], Data2[, col]) # get the data from Data1 and Data2, all rows of a column = col
  # Your method for finding Ca.Jo ...
  Jo<- ca.jo(data, type="trace",K=2,ecdet="none", spec="longrun")
  summary(Jo)
}

希望这能对你有所帮助。
基于奎师那的回答，但修改了循环：

for(i in 1:ncol(Data1)) {
  col <- paste0("X", as.character(i)) 
  data <- cbind(Data1[, col], Data2[, col])
  colnames(data) <- c(paste0("Data1_",col),paste0("Data2_",col)) # add column names

  Jo<- ca.jo(data, type="trace",K=2,ecdet="none", spec="longrun")
  print(summary(Jo)) # print the summary to the console
}

for（1中的i:ncol（数据1））{
col基于克里希纳的Ansare，但修改了循环：

for(i in 1:ncol(Data1)) {
  col <- paste0("X", as.character(i)) 
  data <- cbind(Data1[, col], Data2[, col])
  colnames(data) <- c(paste0("Data1_",col),paste0("Data2_",col)) # add column names

  Jo<- ca.jo(data, type="trace",K=2,ecdet="none", spec="longrun")
  print(summary(Jo)) # print the summary to the console
}

for（1中的i:ncol（数据1））{
col错误在
jo1中，建议编辑rosapluesch，代码运行正常！感谢您的帮助！错误在
jo1中，建议编辑rosapluesch，代码运行正常！感谢您的帮助！
for(col in colnames(Data1)) {
  print(col)
  data <- cbind(Data1[, col], Data2[, col])
  print(data)
  #Jo<- ca.jo(data, type="trace",K=2,ecdet="none", spec="longrun")
  #summary(Jo)
}

for(i in 1:ncol(Data1)) {
  col <- paste0("X", as.character(i)) 
  data <- cbind(Data1[, col], Data2[, col])
  colnames(data) <- c(paste0("Data1_",col),paste0("Data2_",col)) # add column names

  Jo<- ca.jo(data, type="trace",K=2,ecdet="none", spec="longrun")
  print(summary(Jo)) # print the summary to the console
}