data <- read.csv(file=file.choose(), dec=",", sep=";",header=T) head(data) class(data) data=na.omit(data) data=as.matrix(data) lnr=diff(log(data),lag=1) lnr dim(lnr) head(lnr) y1=lnr[,1] y2=lnr[,2] y3=lnr[,3] y4=lnr[,4] #### x1=lnr[,5] x2=lnr[,6] x3=lnr[,7] lm1=lm(y1~x1+x2+x3) summary(lm1) lm2=lm(y2~x1+x2+x3) summary(lm2) lm3=lm(y3~x1+x2+x3) summary(lm3) lm31=lm(y3~x1+x2-1) summary(lm31) lm4=lm(y4~x1+x2+x3) summary(lm4)