[R] Compute correlation matrix for panel data with specific ordering

Serguei Kaniovski Serguei.Kaniovski at wifo.ac.at
Sat Jun 27 01:56:52 CEST 2009


Hello All,

I have a panel date - here a small-scale example:

df <- 
data.frame(cbind(rep(c("AUT","BEL","DEN","GER"),4),cbind(rep(c(1999,2000,2001,2002),4)),sample(10,16,replace=T)))
names(df) <- c("country","year","x")

SORT <- c("GER","BEL","DEN","AUT")

I need to compute the correlation between countries in the variable "x" 
in such a way that the rows & columns of the resulting correlation 
matrix are not in an alphabetical order but in the order of a given 
factor vector - here SORT.

How can I do this? Greatly appreciate any help!

Serguei Kaniovski




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