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@Data[,1],edhec.ts@Data,n=12)

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

 

 

BR, Shubha


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