diff --git a/XFGTVP_FRM/XFGTVP_FRM.R b/XFGTVP_FRM/XFGTVP_FRM.R index 0d5ad3f..89ad281 100755 --- a/XFGTVP_FRM/XFGTVP_FRM.R +++ b/XFGTVP_FRM/XFGTVP_FRM.R @@ -263,7 +263,7 @@ tau = 0.05 # Set quantile level # Load data: 200 companies with 6 macro prudential variables tmpdata = read.csv("200_firms_returns_and_scaled_macro_2016-08-18.csv",sep=",") # FRM data -data = subset(tmpdata, select = c(2:nfirm, 202:207)) +data = subset(tmpdata, select = c(2:n.firm, 202:207)) dates = tmpdata[, 1] # Define number of companies to regress in every core