[R] FW: Rolling Correlations

[Shubha Vishwanath Karanth]

Hi,

Any help on this please....

BR, Shubha
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Shubha Vishwanath Karanth
Sent: Friday, November 30, 2007 6:09 PM
To: r-help at stat.math.ethz.ch
Cc: shubhakaranth at gmail.com
Subject: [R] Rolling Correlations

Hi R,

 

I want to do some rolling correlations. But before, I searched for
"?rollingCorrelation" and tried the example in it. But I was not
successful. What could be the problem? Here is the code I tried:

 

> library(zoo)

> library(PerformanceAnalytics)

> rollingCorrelation(manager.ts at Data[,1],edhec.ts at Data,n=12)

Error in inherits(object, "zoo") : object "manager.ts" not found

 

 

BR, Shubha


	[[alternative HTML version deleted]]

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.