1
Good afternoon. I’ve been researching the error, but I haven’t found a solution.
I tried to transform the object a
but I was unsuccessful.
Any hint?
I have the following problem:
class(ativos)
[1] "xts" "zoo"
model_list <- lapply(ativos, function(x)
lm(BBAS3 ~ x, data = ativos))
resid_list <- lapply(model_list, residuals)
lapply(resid_list, summary)
f <- function(residuals){
z <- (residuals - mean(residuals))/sd(residuals)
return(z)}
a <- lapply(resid_list, f)
a_if <- ifelse(a <= -2,
"Z",
"N")
Error in ifelse(a <= -2, "Z", "N") :
(list) object cannot be coerced to type 'double'
Thank you.
EDIT: Sorry for the lack of information.
dput(head(ativos, 5))
structure(c(66124.53, 66967.64, 66712.88, 67975.58, 67814.24,
17.14, 17.25, 17.38, 18.02, 17.97, 31.18, 31.38, 31.48, 31.86,
32.89, 26.12, 26.07, 25.87, 26.36, 26.31, 26.86, 26.93, 26.77,
27.35, 27.26, 27.57, 28.53, 28.16, 28.85, 29.5, 21.8, 23.47,
22.96, 22.82, 22.61, 43.2, 42.77, 43.2, 43.96, 43.9, 33.95, 33.95,
33.89, 32.82, 33.14, 13.32, 13.13, 13.03, 13.39, 13.22, 13.16,
13.05, 13, 13.1, 12.91, 17.28, 17.95, 18.1, 18.3, 18.45, 23.02,
23.33, 23.12, 23.97, 24.23, 8.66, 8.92, 8.98, 9.61, 9.9, 32.57,
33.27, 32.35, 33.43, 34.86, 41.95, 41.62, 42.12, 42.55, 42.4,
27.11, 27.75, 27.34, 28.1, 27.9, 14.14, 13.86, 13.67, 13.67,
13.41, 0, 0, 0, 0, 0, 9.16, 9.28, 9.35, 9.42, 9.49, 29.72, 29.86,
29.43, 29.89, 29.72, 22.63, 22.86, 22.17, 22.32, 22.15, 26.7,
26.75, 25.75, 25.71, 25.32, 18.12, 18.35, 18.31, 18.34, 18.1,
13.89, 13.85, 13.71, 13.95, 13.92, 57.19, 57.39, 57.5, 58, 59.58,
14.7, 14.85, 15.02, 15, 14.85, 20.37, 20.88, 20.88, 20.69, 20.64,
12.89, 13.3, 13.14, 13.36, 13.46, 5.65, 5.71, 5.65, 5.83, 5.96,
6.95, 7.11, 7.32, 7.8, 8.22, 28.59, 28.8, 28.46, 29.04, 27.8,
30.95, 31.54, 31.3, 31.68, 31.2, 0, 0, 0, 0, 0, 8.84, 8.82, 8.78,
9.12, 9.09, 23.43, 23.17, 23.11, 23.92, 23.65, 12.06, 12.15,
12.01, 12.2, 12.18, 15.29, 15.28, 15.56, 16.06, 15.8, 13.08,
13.1, 13.36, 13.6, 13.55, 17, 17, 16.8, 16.2, 16.3, 22.47, 22.57,
23.09, 23.54, 23.54, 17.29, 19, 18.69, 19.25, 19.5, 7.2, 7.38,
7.34, 7.35, 7.22, 14, 13.72, 13.72, 13.83, 13.9, 22.42, 22.42,
22.23, 22.39, 22, 26.56, 26.94, 26.68, 27.17, 26.82, 57.91, 57.53,
57.39, 58.91, 58.45, 16.35, 16.56, 16.81, 16.86, 16.97, 15.58,
15.62, 15.82, 15.84, 15.86, 19.9, 20.55, 20.18, 20.1, 19.95,
64, 63.24, 63.57, 65.99, 64.65, 8.34, 8.7, 8.55, 8.74, 8.8, 12.35,
12.35, 12.86, 12.93, 12.62, 34.49, 35.56, 34.25, 35.7, 34.89,
32.86, 33.99, 33.3, 34.38, 33.76, 53.1, 54.7, 54.32, 56.38, 59.25,
20.56, 20.14, 19.7, 20, 20.39, 21.3, 21.86, 21.45, 21.54, 21.83,
9.68, 9.6, 9.69, 9.94, 9.82, 67.01, 67, 66.6, 68.81, 68.69, 5.37,
5.44, 5.45, 5.52, 5.46, 32.8, 35.81, 34.4, 33.82, 33.77, 47.6,
47.5, 46.95, 47.28, 46.7, 3.71, 3.75, 3.7, 3.62, 3.65, 0, 0,
0, 0, 0, 12.55, 12.65, 12.61, 13.09, 12.88), class = c("xts",
"zoo"), .indexCLASS = "Date", tclass = "Date", .indexTZ = "UTC", tzone = "UTC", index = structure(c(1486684800,
1486944000, 1487030400, 1487116800, 1487203200), tzone = "UTC", tclass = "Date"), .Dim = c(5L,
66L), .Dimnames = list(NULL, c("IBOV", "ABEV3", "BBAS3", "BBDC3",
"BBDC4", "BBSE3", "BRAP4", "BRFS3", "BRKM5", "BRML3", "BTOW3",
"CCRO3", "CIEL3", "CMIG4", "CPLE6", "CSAN3", "CVCB3", "CYRE3",
"DOLFUT", "ECOR3", "EGIE3", "ELET3", "ELET6", "EMBR3", "ENBR3",
"EQTL3", "ESTC3", "FLRY3", "GGBR4", "GOAU4", "GOLL4", "HYPE3",
"IGTA3", "INDFUT", "ITSA4", "ITUB3", "JBSS3", "KLBN11", "KROT3",
"LAME4", "LREN3", "MGLU3", "MRFG3", "MRVE3", "MULT3", "NATU3",
"PCAR4", "PETR3", "PETR4", "QUAL3", "RADL3", "RAIL3", "RENT3",
"SANB11", "SBSP3", "SMLS3", "SUZB3", "TAEE11", "TIMP3", "UGPA3",
"USIM5", "VALE3", "VIVT4", "VVAR3", "WDOFUT", "WEGE3")))```
Unfortunately, this question cannot be reproduced by anyone trying to answer it. Please, take a look at this link and see how to ask a reproducible question in R. So, people who wish to help you will be able to do this in the best possible way.
– Marcus Nunes
Can you please, edit the question with the departure of
dput(ativos)
or, if the base is too large,dput(head(ativos, 20))
?– Rui Barradas
I apologize for the quality of the question, I have added information to make it more reproducible.
– Gabriel Guilherme