Hi,

1.) I am trying to calculate the autocorrelation function for returns based
on rolling window, but it doesn't work.

My code is

rollapply(Returns,20,acf).

2.) My next try is

 rollapply(Returns_2,20,cor)
Error in FUN(cdata[st, i], ...) :  supply both 'x' and 'y' or a matrix-like
'x'

Thank you in advance!

-- 
Best regards,

Andy

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