[R] Generating Correlation matrix

Maithili Shiva maithili_shiva at yahoo.com
Wed Feb 11 11:44:53 CET 2009


Dear R helpers,

I have generated a portfolio of Equity, Dollar Rate and say zero coupon bond. I have calculated the daily returns based on the prices available for last two years.
  
Now, I have three seperate csv files (Equity.csv, Dollar.csv and Bond.csv) containing the respective returns. I need to calculate the correlation matrix between the retuns of these assets. Please guide me how this can be done in R.

I have attached the three csv files.

Thanking in advance

With regards

Maithili



      


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