David Winsemius
On Feb 11, 2009, at 7:42 AM, Maithili Shiva wrote:
> 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.goslee at gmail.com> wrote:
>
>> From: Sarah Goslee <sarah.goslee at gmail.com>
>> Subject: Re: [R] Generating Correlation matrix
>> To: "Maithili Shiva" <maithili_shiva at yahoo.com>
>> Cc: r-help at 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_shiva at 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
>
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