newbie
Andre de Boer wrote:
Hello,
With quantmod (getSymbols(" ")) I imported some quotes from yahoo.
For instance ING.AS (see below) and AGN.AS.
How can I compute now the correlation coefficient between ING.AS.Close and AGN.AS.Close?
You can access the columns by name: ING.AS[,"Close"] AGN.AS[,"Close"] cor(ING.AS[,"Close"],AGN.AS[,"Close"]) You might also want to look at http://www.quantmod.com/ for a multitude of examples and documentation, and download one of the many R introductory tutorials you can find online. Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock