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Update XFGTVP_FRM.R #8

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Update XFGTVP_FRM.R #8

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2 changes: 1 addition & 1 deletion XFGTVP_FRM/XFGTVP_FRM.R
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Expand Up @@ -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
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