Dear Ms Sarah, Thanks for your reply. Actually I am new to this R language and besides coping with the demending office commitments, whenever possible, I am trying to learn the R language on my own.
Had it been Excel, I could have done in fraction of seconds however I need to use R language for this. Its the simple correlation I am looking for. I have a dataset of (say 500) observations EACH for these three variables viz. Equity, Forex and Bond. I have three different files (equity.csv, Forex.csv and Bond.csv) and need to generate the regular correlation among these variabls. I had attached these files in my earlier mail least knowing we can't do so. I did try to search help, but wasn't that confident about it so I am requesting for the guidance. With regards Maithili --- On Wed, 2/11/09, Sarah Goslee <sarah.gos...@gmail.com> wrote: > From: Sarah Goslee <sarah.gos...@gmail.com> > Subject: Re: [R] Generating Correlation matrix > To: "Maithili Shiva" <maithili_sh...@yahoo.com> > Cc: r-help@r-project.org > Date: Wednesday, February 11, 2009, 11:37 AM > Assuming you want "ordinary" correlations - > Pearson or Spearman - and not > some financial thing I've never heard of, searching the > help for correlation > would have gotten you to cor(), and probably also to other > more elaborate > constructions. > > If your problem is more complex than that, we need a better > description > of the difficulty, along with example code for as far as > you can get yourself. > > Sarah > > On Wed, Feb 11, 2009 at 5:44 AM, Maithili Shiva > <maithili_sh...@yahoo.com> wrote: > > 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 > > > > > > > > > > > > -- > Sarah Goslee > http://www.functionaldiversity.org ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
