Message-ID: <1296401816916-3247261.post@n4.nabble.com>
Date: 2011-01-30T15:36:56Z
From: Pete Brecknock
Subject: Finding the correlation coefficient of two stocks
In-Reply-To: <1296385692359-3247042.post@n4.nabble.com>
Dieter is correct, the lengths of the 2 series are different
Try ....
s = merge(s1,s2)
corr = cor(s[,"Close.s1"],s[,"Close.s2"],use="pairwise.complete.obs")
print(corr)
HTH
Pete
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