mutiple data sets

Hi just started in R, this is the first time.

I have one Y & Multiple X variables.
was trying to do Correlation, managed it using cov( Y,X)
unable to plot the above.

further since the data sets is very large of about 20 years * 30 variables, 
end objective is to build a forecasting model Y.
have managed to do this , using excel, but its maddness, so thought will use
R.

Your help will be much appreciated please.







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