[R] FW: Rolling Correlations

Shubha Vishwanath Karanth shubhak at ambaresearch.com
Tue Dec 4 09:19:09 CET 2007


Any help on this please....

BR, Shubha
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Shubha Vishwanath Karanth
Sent: Friday, November 30, 2007 6:09 PM
To: r-help at stat.math.ethz.ch
Cc: shubhakaranth at gmail.com
Subject: [R] Rolling Correlations

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

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



BR, Shubha

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