[R] Correlation Loops in time series

[David Carlson]

sapply(1:200, function(x) cor(mts1[,x], mts2[,x],
use="complete.obs", method=c("pearson")))

-------------------------------------
David L Carlson
Associate Professor of Anthropology
Texas A&M University
College Station, TX 77840-4352


-----Original Message-----
From: r-help-bounces at r-project.org
[mailto:r-help-bounces at r-project.org] On Behalf Of TMiller
Sent: Wednesday, July 31, 2013 8:16 AM
To: r-help at r-project.org
Subject: [R] Correlation Loops in time series

Hello, I've got the following problem.
I have to matrices each containing 200 time series.
Now I want to calculate the correlation of the first time
series of each of
the matrices.
I use the following command:
cor(mts1[,1],mts2[,1], use="complete.obs",
method=c("pearson"))
cor(mts1[,2],mts2[,2], use="complete.obs",
method=c("pearson"))
cor(mts1[,3],mts2[,3], use="complete.obs",
method=c("pearson"))
and so on..
I would like to repeat this for each of the 200 time series.
As it is quite
painful to change the command 200 times I wanted to ask if
there's a loop
function that can cover these series in a fast way?
Thanks in advance for your help
Best
Tom



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