[R-SIG-Finance] Cross correlation problems
wlblount
bill at easterngrain.com
Fri Apr 5 19:16:45 CEST 2013
so then the above with 4 symbols works fine, but when you add a symbol
library(quantmod)
sym1 <- "SPY"
sym2 <- "ILF"
sym3 <- "EWZ"
sym4 <- "DIA"
sym5 <- "EPP"
initDate <- "2010-01-01"
getSymbols(sym1,from=initDate)
getSymbols(sym2,from=initDate)
getSymbols(sym3,from=initDate)
getSymbols(sym4,from=initDate)
getSymbols(sym5,from=initDate)
df <- data.frame( dailyReturn(get(sym1)), dailyReturn(get(sym2)),
dailyReturn(get(sym3)), dailyReturn(get(sym4)),
dailyReturn(get(sym5)))
names(df) <- c(sym1,sym2,sym3,sym4,sym5)
print(round(cor(df),2))
you get an error message. what am i missing?
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