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 at Data[,1],edhec.ts at Data,n=12)
Error in inherits(object, "zoo") : object "manager.ts" not found BR, Shubha ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.