[R] FW: Rolling Correlations

From: Shubha Vishwanath Karanth <shubhak_at_ambaresearch.com>
Date: Tue, 4 Dec 2007 13:49:09 +0530

Hi,

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

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

BR, Shubha

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