I use loop for a function,
AllModel <- AllData[c(2:8)]
alladvancedfit <- data.frame(matrix(, nrow=7, ncol=1))
for (Model in AllModel) {
  advancedfit.model <- Arima(AllData$x1,order=c(0,1,2),xreg=Model)
  inSampleAdvancedFitMAE <- mean(abs(advancedfit.model$residuals))
  }
AllModel capture this data set
v1 v2 v3 v4 v5 v6 v7
1   39  4   84  75  41  6   83
2   40  6   86  77  44  6   84
3   39  5   82  73  40  6   81
4   37  5   100 71  39  6   90
5   39  5   83  70  37  5   79
6   44  6   82  78  40  6   78
7   41  5   76  76  40  7   78
8   40  5   74  72  42  6   81
And the result is lists of output.
[1] 61.01004
[1] 61.23916
[1] 60.78099
[1] 61.15394
[1] 61.16968
[1] 61.30191
[1] 61.00637
Would like to put this into one data frame. Try to rbind it inside the loop but so far it is unsuccessful.
 
    