[R] Correlation Help

From: Tong, Michael <MTONG_at_templeton.com>
Date: Mon, 23 Jun 2008 15:31:06 -0400


Hi,

I have recently been using the R program and encountered a recurring problem. I have been trying calculate the correlation of a 16 column table. Everytime I type in cor(test), where test is data that I uploaded into R using the read.table function, I get an error:

Error in cor(test) : missing observations in cov/cor In addition: Warning message:
In cor(test) : NAs introduced by coercion

Can anyone tell me what I am doing wrong and what I need to do to correct this?

Also I intend on running the T-Stats, P-Stats, Information Coefficient and Information Ratios once I get the correlation table calculated. If you know which packages, if any, have are able to calculate this, that would be helpful.

Thanks.

Best,  

Michael Tong
Futures Associate
Quantitative Research Services
Franklin Templeton Investments, Inc.
600 Fifth Ave
New York, NY 10020
(212) 632-4254
mtong_at_templeton.com

Notice: All email and instant messages (including attachments) sent to or from Franklin Templeton Investments (FTI) personnel may be retained, monitored and/or reviewed by FTI and its agents, or authorized law enforcement personnel, without further notice or consent.

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