Re: [R] extracting variance and covariance

2013-07-19 Thread S Ellison
> -Original Message- > I am not able to 'extract variance and covariance' I'm having a little trouble extracing meaning. What data or model do you intend extracing variances and covariances from? S *** This email and any

[R] extracting variance and covariance

2013-07-18 Thread G Girija
Hi, I am not able to ‘extract variance and covariance’ As mentioned, there are 5 stocks and changed the code [ http://www.forecastingfinancialrisk.com/3.html] as follows: > S<-cov(returns) > S V1 V2 V3 V4 V5 V1 0.0004951526 0.0001256519 0.0