[R] Finding correlation between 2 variables from forcast

UQAMam arthur.mayer at hec.ca
Wed Dec 2 09:14:03 CET 2009


Hi,

My question may be very stupid for most of you but I'm starting using R and
I'm not that familiar with statistics / econometrics.

I have 2 series of forecasts, let's say A and B (1 to 120 quarters) and I
need to generate the correlation coefficients between the 2 series but for
each period. To sum up I should get 120 coefficients

Thank you for your help

Kind regards

Matthew
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