How to perform group-wise linear regression for a data frame in R

zeeshan0112 · January 30, 2023, 4:04pm

I want to do a linear regression in R using the lm() function. My data is an annual time series with one field for year (15 years) and another for banks (60 banks). I want to fit a regression for each bank-year combination so that at the end I have a vector of lm responses consisting of coefficients of variables and r squared value. What's the R way of doing this?

model = lm(y ~ x1+x2+x3+x4+x5+x6+x7+x8+x9+x10+x11+x12+x13+x14, data = .)

Thanks in advance.

sample data

date	name	y	name_year	x1	x2	x3	x4	x5	x6	x7	x8	x9	x10	x11	x12	x13	x14
04-05-2020	AU	0.95	AU2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	AU	0.95	AU2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	AU	0.95	AU2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	AU	0.95	AU2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	AU	0.95	AU2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	AU	0.95	AU2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	AU	0.95	AU2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	AU	1.05	AU2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	AU	1.05	AU2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	AU	1.00	AU2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	AU	0.95	AU2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	AU	0.97	AU2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	AU	1.04	AU2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	AU	1.05	AU2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	AU	0.95	AU2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	AU	0.96	AU2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	AU	1.03	AU2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	AU	1.01	AU2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	AU	0.98	AU2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	AU	1.01	AU2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	AU	0.99	AU2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	AU	1.02	AU2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	AU	1.01	AU2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	AU	0.97	AU2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	AU	1.01	AU2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	AU	1.02	AU2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	AU	0.99	AU2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	AU	0.98	AU2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	AU	0.99	AU2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	AU	0.96	AU2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	AU	1.02	AU2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	AU	1.00	AU2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	AU	1.00	AU2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	AU	1.01	AU2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	AU	0.96	AU2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	AU	1.01	AU2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	AU	0.99	AU2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	AU	1.00	AU2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	AU	0.99	AU2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	AU	1.00	AU2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	AU	0.98	AU2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	AU	1.01	AU2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	AU	1.02	AU2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	AU	1.00	AU2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	AU	1.03	AU2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	CB	0.96	CB2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	CB	0.98	CB2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	CB	0.99	CB2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	CB	1.01	CB2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	CB	1.01	CB2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	CB	0.99	CB2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	CB	0.99	CB2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	CB	1.04	CB2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	CB	0.98	CB2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	CB	1.01	CB2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	CB	0.95	CB2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	CB	0.97	CB2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	CB	1.00	CB2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	CB	1.00	CB2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	CB	0.98	CB2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	CB	0.98	CB2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	CB	1.02	CB2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	CB	1.00	CB2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	CB	1.00	CB2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	CB	1.05	CB2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	CB	0.99	CB2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	CB	0.97	CB2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	CB	0.99	CB2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	CB	0.99	CB2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	CB	1.02	CB2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	CB	1.03	CB2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	CB	0.98	CB2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	CB	0.98	CB2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	CB	0.97	CB2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	CB	0.95	CB2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	CB	1.04	CB2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	CB	1.03	CB2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	CB	1.00	CB2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	CB	1.00	CB2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	CB	1.00	CB2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	CB	1.00	CB2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	CB	0.99	CB2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	CB	1.01	CB2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	CB	0.99	CB2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	CB	0.99	CB2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	CB	0.96	CB2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	CB	1.03	CB2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	CB	1.04	CB2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	CB	0.99	CB2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	CB	1.01	CB2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	CS	0.97	CS2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	CS	0.99	CS2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	CS	0.96	CS2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	CS	1.01	CS2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	CS	1.01	CS2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	CS	1.02	CS2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	CS	1.00	CS2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	CS	1.03	CS2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	CS	0.97	CS2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	CS	1.00	CS2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	CS	0.97	CS2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	CS	1.00	CS2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	CS	1.01	CS2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	CS	1.01	CS2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	CS	1.00	CS2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	CS	1.00	CS2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	CS	1.06	CS2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	CS	1.01	CS2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	CS	0.99	CS2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	CS	1.01	CS2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	CS	0.98	CS2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	CS	0.99	CS2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	CS	0.99	CS2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	CS	1.04	CS2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	CS	1.01	CS2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	CS	0.97	CS2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	CS	1.00	CS2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	CS	0.98	CS2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	CS	0.99	CS2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	CS	0.99	CS2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	CS	0.98	CS2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	CS	1.02	CS2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	CS	0.98	CS2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	CS	0.95	CS2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	CS	1.01	CS2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	CS	1.01	CS2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	CS	0.99	CS2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	CS	1.01	CS2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	CS	1.00	CS2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	CS	0.99	CS2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	CS	1.01	CS2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	CS	1.01	CS2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	CS	0.99	CS2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	CS	0.99	CS2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	CS	1.05	CS2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	CU	0.94	CU2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	CU	1.02	CU2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	CU	1.03	CU2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	CU	0.99	CU2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	CU	0.98	CU2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	CU	0.98	CU2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	CU	0.95	CU2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	CU	1.02	CU2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	CU	1.02	CU2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	CU	1.02	CU2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	CU	0.92	CU2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	CU	1.02	CU2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	CU	1.02	CU2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	CU	1.01	CU2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	CU	0.97	CU2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	CU	0.96	CU2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	CU	1.02	CU2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	CU	1.03	CU2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	CU	1.05	CU2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	CU	0.98	CU2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	CU	1.00	CU2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	CU	1.00	CU2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	CU	0.98	CU2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	CU	0.99	CU2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	CU	1.02	CU2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	CU	1.00	CU2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	CU	1.00	CU2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	CU	1.00	CU2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	CU	1.00	CU2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	CU	0.96	CU2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	CU	1.00	CU2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	CU	1.01	CU2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	CU	1.01	CU2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	CU	1.03	CU2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	CU	0.98	CU2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	CU	0.99	CU2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	CU	0.98	CU2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	CU	1.00	CU2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	CU	1.00	CU2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	CU	0.98	CU2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	CU	0.98	CU2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	CU	1.03	CU2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	CU	1.00	CU2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	CU	1.00	CU2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	CU	1.00	CU2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
12-01-2021	EQ	1.01	EQ2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	EQ	1.01	EQ2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	EQ	1.01	EQ2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	EQ	0.99	EQ2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	EQ	0.99	EQ2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	EQ	1.01	EQ2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	EQ	1.00	EQ2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	EQ	0.99	EQ2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	EQ	1.01	EQ2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	EQ	0.95	EQ2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	EQ	1.00	EQ2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	EQ	1.02	EQ2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	EQ	0.99	EQ2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	EQ	1.01	EQ2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	EQ	1.01	EQ2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	EQ	1.00	EQ2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	EQ	0.98	EQ2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	EQ	0.99	EQ2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	EQ	0.98	EQ2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	EQ	0.98	EQ2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	EQ	1.01	EQ2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	EQ	0.96	EQ2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	EQ	1.03	EQ2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	EQ	1.00	EQ2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	EQ	1.01	EQ2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	EQ	1.00	EQ2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	FE	0.90	FE2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	FE	0.98	FE2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	FE	1.02	FE2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	FE	0.99	FE2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	FE	0.99	FE2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	FE	1.01	FE2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	FE	0.96	FE2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	FE	1.04	FE2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	FE	1.05	FE2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	FE	0.96	FE2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	FE	0.91	FE2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	FE	0.97	FE2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	FE	1.02	FE2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	FE	1.01	FE2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	FE	0.95	FE2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	FE	1.03	FE2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	FE	1.07	FE2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	FE	1.05	FE2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	FE	1.05	FE2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	FE	1.02	FE2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	FE	0.98	FE2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	FE	1.00	FE2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	FE	0.98	FE2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	FE	0.98	FE2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	FE	1.05	FE2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	FE	1.03	FE2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	FE	0.99	FE2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	FE	0.96	FE2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	FE	0.97	FE2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	FE	0.98	FE2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	FE	1.03	FE2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	FE	1.01	FE2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	FE	1.02	FE2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	FE	1.02	FE2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	FE	0.99	FE2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	FE	1.01	FE2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	FE	0.98	FE2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	FE	1.00	FE2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	FE	0.99	FE2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	FE	0.96	FE2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	FE	0.98	FE2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	FE	1.04	FE2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	FE	1.04	FE2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	FE	1.00	FE2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	FE	1.00	FE2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
12-01-2022	FI	0.99	FI2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	FI	1.00	FI2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	FI	1.00	FI2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	FI	1.00	FI2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	FI	0.98	FI2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	FI	1.02	FI2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	FI	1.00	FI2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	FI	0.96	FI2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	FI	0.97	FI2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	FI	1.03	FI2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	FI	1.00	FI2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	FI	0.99	FI2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	FI	1.00	FI2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	ID	0.94	ID2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	ID	1.00	ID2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	ID	1.01	ID2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	ID	0.99	ID2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	ID	0.98	ID2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	ID	1.00	ID2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	ID	0.99	ID2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	ID	1.08	ID2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	ID	0.96	ID2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	ID	1.00	ID2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	ID	0.95	ID2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	ID	0.99	ID2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	ID	0.98	ID2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	ID	0.98	ID2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	ID	1.00	ID2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	ID	1.05	ID2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	ID	1.03	ID2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	ID	0.99	ID2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	ID	1.09	ID2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	ID	1.06	ID2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	ID	0.98	ID2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	ID	1.00	ID2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	ID	1.05	ID2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	ID	0.96	ID2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	ID	1.08	ID2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	ID	1.03	ID2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	ID	0.97	ID2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	ID	1.00	ID2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	ID	0.97	ID2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	ID	0.99	ID2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	ID	1.00	ID2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	ID	0.99	ID2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	ID	1.00	ID2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	ID	1.01	ID2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	ID	0.99	ID2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	ID	1.00	ID2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	ID	0.97	ID2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	ID	1.03	ID2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	ID	0.98	ID2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	ID	0.98	ID2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	ID	0.95	ID2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	ID	1.01	ID2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	ID	1.02	ID2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	ID	1.01	ID2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	ID	1.00	ID2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	IN	0.90	IN2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	IN	0.99	IN2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	IN	1.02	IN2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	IN	1.07	IN2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	IN	0.97	IN2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	IN	0.98	IN2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	IN	1.03	IN2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	IN	1.01	IN2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	IN	0.95	IN2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	IN	0.98	IN2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	IN	0.90	IN2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	IN	0.98	IN2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	IN	0.97	IN2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	IN	0.97	IN2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	IN	0.98	IN2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	IN	1.03	IN2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	IN	1.06	IN2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	IN	1.05	IN2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	IN	1.02	IN2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	IN	1.00	IN2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	IN	1.02	IN2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	IN	1.03	IN2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	IN	1.00	IN2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	IN	0.97	IN2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	IN	1.01	IN2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	IN	1.01	IN2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	IN	0.98	IN2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	IN	0.96	IN2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	IN	0.95	IN2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	IN	0.97	IN2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	IN	0.98	IN2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	IN	1.05	IN2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	IN	1.03	IN2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	IN	0.98	IN2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	IN	0.99	IN2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	IN	1.00	IN2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	IN	0.98	IN2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	IN	0.99	IN2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	IN	0.98	IN2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	IN	0.97	IN2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	IN	1.00	IN2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	IN	1.04	IN2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	IN	1.00	IN2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	IN	1.02	IN2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	IN	0.97	IN2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	KO	0.94	KO2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	KO	0.97	KO2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	KO	1.01	KO2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	KO	0.96	KO2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	KO	1.01	KO2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	KO	0.98	KO2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	KO	0.97	KO2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	KO	1.03	KO2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	KO	0.99	KO2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	KO	1.00	KO2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	KO	0.95	KO2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	KO	1.02	KO2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	KO	1.03	KO2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	KO	0.99	KO2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	KO	1.01	KO2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	KO	0.99	KO2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	KO	1.06	KO2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	KO	1.01	KO2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	KO	1.00	KO2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	KO	0.98	KO2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	KO	0.99	KO2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	KO	1.01	KO2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	KO	0.98	KO2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	KO	0.99	KO2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	KO	1.02	KO2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	KO	1.00	KO2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	KO	0.99	KO2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	KO	0.98	KO2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	KO	0.98	KO2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	KO	0.98	KO2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	KO	0.98	KO2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	KO	0.99	KO2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	KO	1.01	KO2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	KO	0.98	KO2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	KO	1.01	KO2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	KO	1.00	KO2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	KO	1.00	KO2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	KO	0.98	KO2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	KO	0.99	KO2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	KO	1.00	KO2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	KO	0.97	KO2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	KO	1.01	KO2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	KO	1.02	KO2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	KO	1.00	KO2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	KO	0.98	KO2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2
04-05-2020	LV	0.97	LV2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	LV	0.99	LV2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	LV	0.99	LV2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	LV	1.00	LV2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	LV	0.98	LV2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	LV	0.99	LV2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	LV	0.98	LV2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	LV	1.05	LV2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	LV	0.96	LV2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	LV	1.00	LV2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	LV	0.95	LV2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	LV	0.96	LV2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	LV	1.02	LV2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	LV	1.01	LV2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	LV	0.97	LV2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	LV	0.99	LV2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	LV	1.05	LV2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	LV	1.00	LV2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	LV	0.99	LV2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
04-05-2020	YE	0.97	YE2020	-2	-2	-1	3	-1	0	-2	1	3	-1	-1	0	0	-1
05-05-2020	YE	0.98	YE2020	0	-1	-2	-2	-1	0	0	1	-2	-2	-1	1	0	-1
06-05-2020	YE	0.99	YE2020	1	-1	-1	1	1	0	0	0	1	0	2	0	0	-2
07-05-2020	YE	1.07	YE2020	0	-2	-1	-1	-1	1	0	0	-1	1	-1	1	0	0
08-05-2020	YE	0.96	YE2020	-2	-1	1	1	0	0	-2	0	1	-1	-1	2	0	1
11-05-2020	YE	1.03	YE2020	4	1	-1	-1	0	3	1	0	-2	2	-2	0	0	-2
12-05-2020	YE	1.01	YE2020	1	0	1	0	1	2	2	-3	0	1	0	-1	0	-1
13-05-2020	YE	1.03	YE2020	0	1	-1	-2	0	0	1	0	-2	1	1	-2	0	-1
14-05-2020	YE	0.98	YE2020	2	0	2	2	-2	1	0	0	1	1	0	0	-1	0
15-05-2020	YE	1.02	YE2020	-1	-1	0	-1	-1	-2	1	0	-1	-1	-1	1	1	0
18-05-2020	YE	0.96	YE2020	-2	-1	0	0	2	-4	-1	-2	0	-1	-2	3	0	1
19-05-2020	YE	0.99	YE2020	0	0	0	-1	0	1	0	-1	-1	-1	0	0	1	0
20-05-2020	YE	0.99	YE2020	0	0	0	2	-1	1	-1	1	3	0	1	2	0	0
21-05-2020	YE	0.99	YE2020	2	0	1	-1	0	1	1	0	-1	0	-1	-1	1	0
22-05-2020	YE	0.99	YE2020	1	0	-1	-1	0	2	-2	-1	0	0	-2	0	0	-1
26-05-2020	YE	1.03	YE2020	2	2	2	-1	-2	0	3	1	-1	1	0	2	0	2
27-05-2020	YE	1.01	YE2020	-2	-2	-1	-1	2	-2	0	0	-1	-2	2	1	0	2
28-05-2020	YE	0.98	YE2020	2	1	0	-1	-1	2	1	0	-1	1	0	0	0	-1
29-05-2020	YE	0.99	YE2020	1	-1	2	2	-1	-1	1	2	2	3	0	0	0	-2
12-01-2021	YE	1.01	YE2021	1	-1	-1	-1	-1	1	0	1	-1	2	0	0	1	1
13-01-2021	YE	0.99	YE2021	1	-1	0	-1	-1	0	0	0	-1	0	-1	0	0	0
14-01-2021	YE	1.00	YE2021	0	-1	1	1	-1	-1	-2	1	1	0	0	0	1	1
15-01-2021	YE	0.99	YE2021	1	0	0	-1	-1	0	0	-1	-1	0	0	-1	0	0
18-01-2021	YE	1.01	YE2021	-1	1	0	-2	-1	-1	-3	0	-2	-1	0	0	0	0
19-01-2021	YE	1.01	YE2021	0	0	0	1	0	1	1	0	1	2	0	1	0	-1
20-01-2021	YE	0.99	YE2021	1	0	-1	-1	1	0	-1	0	-1	-1	-1	1	0	-1
21-01-2021	YE	0.98	YE2021	0	3	0	-1	-1	-2	-2	-1	-1	-2	0	0	0	-1
22-01-2021	YE	0.99	YE2021	3	-1	0	-1	0	-1	-2	-1	-1	-1	-1	0	0	-1
25-01-2021	YE	0.96	YE2021	1	1	0	2	0	1	2	-1	3	0	1	0	0	-1
27-01-2021	YE	0.96	YE2021	0	0	1	-1	0	1	0	0	-1	0	0	-2	1	0
28-01-2021	YE	0.96	YE2021	0	2	-1	0	-1	1	1	2	0	-1	1	0	-1	0
29-01-2021	YE	1.05	YE2021	-1	-1	0	0	0	1	0	1	0	2	2	-2	1	0
12-01-2022	YE	0.99	YE2022	1	-1	0	-1	-1	0	0	0	-1	1	0	1	0	0
13-01-2022	YE	1.02	YE2022	0	0	0	1	-1	0	3	0	1	-1	-1	-1	0	2
14-01-2022	YE	1.00	YE2022	0	0	-1	-1	0	0	0	0	-1	1	0	0	-1	1
17-01-2022	YE	1.00	YE2022	2	0	0	-1	-1	0	-1	0	-1	1	-1	0	0	0
18-01-2022	YE	0.98	YE2022	-1	0	0	-1	0	1	0	1	0	-1	1	-2	0	1
19-01-2022	YE	1.00	YE2022	2	1	0	0	-1	2	2	1	1	1	0	-1	0	0
20-01-2022	YE	1.00	YE2022	0	0	0	0	0	1	2	0	-1	2	0	-1	0	-1
21-01-2022	YE	1.00	YE2022	1	-2	1	-1	0	-2	-1	0	-1	-1	0	-2	0	1
24-01-2022	YE	0.98	YE2022	0	-1	-1	0	0	-1	-2	0	0	-2	1	-1	0	1
25-01-2022	YE	1.01	YE2022	2	-1	1	0	-1	1	0	0	0	1	0	-1	0	2
27-01-2022	YE	1.00	YE2022	1	-1	0	-1	-2	2	1	1	-1	0	1	-1	-1	1
28-01-2022	YE	0.99	YE2022	-1	0	1	1	1	1	0	0	1	1	0	2	-1	-1
31-01-2022	YE	1.00	YE2022	0	1	0	0	1	-1	-2	0	0	1	-1	2	1	-2

startz · January 30, 2023, 4:19pm

I assume this means you want 60 regressions, one for each bank.

I think the following will work, although I haven't tried it. (See Linear Regression and group by in R - Stack Overflow)

library(dplyr)
# call dataframe df
fitted_models <- df %>% group_by(bank) %>% do(model = lm(y~x, data = .))

nirgrahamuk · January 30, 2023, 4:25pm

15*60; so you would get 900 model fits ...
in base R the pattern would be like this


(lm_list <- lapply(
  split(
    x = your_dataframe,
    f = ~ year + bank
  ),
  \(x)lm(
    formula = yourformula,
    data = x
  )
))

zeeshan0112 · January 30, 2023, 4:42pm

I have used this equation but not getting results....

fitted_models <- data_5 %>% group_by(bank_year) %>% do(model = lm(y ~ x1+x2+x3+x4+x5+x6+x7+x8+x9+x10+x11+x12+x13+x14, data = data_5))
|=============================================================================|100% ~0 s remaining
fitted_models

A tibble: 600 × 2

Rowwise:

bank_year model

1 ALD2008
2 ALD2009
3 ALD2010
4 ALD2011
5 ALD2012
6 ALD2013
7 ALD2014
8 ALD2015
9 ALD2016
10 ALD2017

… with 590 more rows

Use `print(n = ...)` to see more rows

zeeshan0112 · January 30, 2023, 4:47pm

ss of ouput

startz · January 30, 2023, 4:56pm

Hmmm, something is weird. As @nirgrahamuk points out, you should have 900 bank_years, not 600.

How many observations do you have for each bank_year?

nirgrahamuk · January 30, 2023, 5:06pm

if the do is constructing lm fits by group on data_5; then its a mistake to pass data_5again within that clause.
I think as do is from dplyr you might use the . placeholder there; althought do() has been superseded so I havent spent much time with it.

startz · January 30, 2023, 5:10pm

What's the replacement for do? Is it the lapply structure you showed above?

zeeshan0112 · January 30, 2023, 5:12pm

total number of observation is 1,45,000

zeeshan0112 · January 30, 2023, 5:13pm

Thank for your response. I have posted the sample sample data. can you please help me out.

nirgrahamuk · January 30, 2023, 5:15pm

you haven't said that you tried my approach and had any trouble with it ?

zeeshan0112 · January 30, 2023, 5:20pm

Its showing error

startz · January 30, 2023, 5:25pm

You appear to have an extra closing parenthesis.

About how many observations do you have for each bank_year?

zeeshan0112 · January 30, 2023, 5:29pm

around 240 observation

startz · January 30, 2023, 5:43pm

Ok, that should be plenty. I think I missed that the data you posted is only a sample for a given bank_year.

zeeshan0112 · January 30, 2023, 5:56pm

Should I share the full data frame? Will that work for you

startz · January 30, 2023, 6:27pm

Not necessary. The problem seems to be syntax rather than data. Try to clean up the code following @nirgrahamuk's approach. He always gives sound advice.

EconProf · January 30, 2023, 6:54pm

I have been using nest_by() recently for grouped regressions.

Note: I updated to dplyr 1.1.0 yesterday so switched from summarise() to reframe() to avoid a warning.

Edit: I deleted rownames_to_column() given that it was to preserve the row names in mtcars. It is certainly not necessary and could be confusing.

library(tidyverse)
library(broom)

groupLM <- mtcars |> 
  nest_by(cyl) |> 
  mutate(lm_model = list(lm(mpg ~ wt + disp, d = data)))

groupLM
#> # A tibble: 3 × 3
#> # Rowwise:  cyl
#>     cyl                data lm_model
#>   <dbl> <list<tibble[,10]>> <list>  
#> 1     4           [11 × 10] <lm>    
#> 2     6            [7 × 10] <lm>    
#> 3     8           [14 × 10] <lm>

groupLM |> reframe(glance(lm_model))
#> # A tibble: 3 × 13
#>     cyl r.squared adj.r…¹ sigma stati…² p.value    df logLik   AIC   BIC devia…³
#>   <dbl>     <dbl>   <dbl> <dbl>   <dbl>   <dbl> <dbl>  <dbl> <dbl> <dbl>   <dbl>
#> 1     4     0.650   0.563 2.98     7.44  0.0149     2 -25.9   59.7  61.3   71.1 
#> 2     6     0.697   0.546 0.980    4.61  0.0917     2  -7.83  23.7  23.4    3.84
#> 3     8     0.425   0.320 2.11     4.06  0.0477     2 -28.6   65.3  67.8   49.0 
#> # … with 2 more variables: df.residual <int>, nobs <int>, and abbreviated
#> #   variable names ¹adj.r.squared, ²statistic, ³deviance

groupLM |> reframe(tidy(lm_model))
#> # A tibble: 9 × 6
#>     cyl term        estimate std.error statistic    p.value
#>   <dbl> <chr>          <dbl>     <dbl>     <dbl>      <dbl>
#> 1     4 (Intercept) 41.1        3.98      10.3   0.00000668
#> 2     4 wt          -0.698      3.21      -0.218 0.833     
#> 3     4 disp        -0.122      0.0680    -1.80  0.109     
#> 4     6 (Intercept) 28.2        3.52       8.01  0.00132   
#> 5     6 wt          -3.84       1.27      -3.01  0.0395    
#> 6     6 disp         0.0191     0.0109     1.75  0.154     
#> 7     8 (Intercept) 24.1        3.32       7.25  0.0000165 
#> 8     8 wt          -2.02       1.18      -1.72  0.113     
#> 9     8 disp        -0.00251    0.0132    -0.191 0.852

^{Created on 2023-01-30 with reprex v2.0.2}

zeeshan0112 · January 31, 2023, 8:08am

Thanks for your response.
I have loaded both packages but unable to run the second code.

nirgrahamuk · January 31, 2023, 8:25am

reframe is new in dplyr 1.1, check your version, likely need an upgrade for that

How to perform group-wise linear regression for a data frame in R

A tibble: 600 × 2

Rowwise:

… with 590 more rows

Use print(n = ...) to see more rows

Use `print(n = ...)` to see more rows