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ckendall
2006 Nov 15
1
Correlations not in sync with r2 from regression
...000581315536959615, -0.000348709449612628)
#-----------------------------------------------------------------------
---------
# CALCULATE VARIOUS CORRELATIONS
corpearson<-cor(minutereturnsa,minutereturnsb,method="pearson",use="pair
wise.complete.obs")
print(corpearson)
corkendall<-cor(minutereturnsa,minutereturnsb,method="kendall",use="pair
wise.complete.obs")
print(corkendall)
corspearman<-cor(minutereturnsa,minutereturnsb,method="spearman",use="pa
irwise.complete.obs")
print(corspearman)
# EXLCUDE POSSIBLE Nas
# DO A REGRESS...