Andre,

if your variables are stock prices your correlation coefficient is close to
one. That is spurious, since prices are nonstationary. You should use
returns instead of prices.

-Hannu

On Sun, Dec 27, 2009 at 3:35 PM, Andre de Boer <aajd@xs4all.nl> wrote:

> Hello,
>
> With quantmod (getSymbols(" ")) I imported some quotes from yahoo.
> For instance ING.AS (see below) and AGN.AS.
>
> How can I compute now the correlationcoefficient between ING.AS.Close and
> AGN.AS.Close?
>
>
> Thanks for any answer,
> André de Boer
>
>
>
>
>
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