From 322e2c537833db8d4e7a9f0cc828f946aa51d40a Mon Sep 17 00:00:00 2001
From: Boyuan Ning <73546421+ningboyuan@users.noreply.github.com>
Date: Sat, 12 Mar 2022 21:50:27 +0100
Subject: [PATCH] Update XFGTVP_FRM.R

---
 XFGTVP_FRM/XFGTVP_FRM.R | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

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