Put the data into a list, not into individual variables. Something
like this (untested):
L <- sapply(symbols[-length(symbols)],
get.hist.quote, start = "2005-01-09", quote = "Close",
simplify = FALSE)
mat <- do.call(cbind, L)
cor.mat <- cor(mat, use = "complete")
symnum(cor.mat)
On 8/29/06, BBands <bbands at gmail.com> wrote:> R 2.3.1
>
> I wrote a little script to do some cross correlations. The symbols are
> in a text file like so:
>
> symbols.txt
> ibm
> dd
> csco
>
> """
> require(tseries)
> symbols <- scan("symbols.txt", what = 'character')
>
> for(line in 1:(length(symbols)-1)) {
> assign(symbols[line], get.hist.quote(instrument = symbols[line],
> start = "2005-09-01", quote = "Close"))
> }
> # this results in objects ibm, dd... with the last symbol skipped
>
> mat <- cbind(symbols) # this is the problem
> (cor_mat <- cor(mat))
> symnum(cor_mat)
> """
>
> How can I pass a list of the objects to cbind()? As written cbind gets
> only the names of the objects and binds the names not the objects.
>
> Thanks in advance,
>
> jab
> --
> John Bollinger, CFA, CMT
> www.BollingerBands.com
>
> If you advance far enough, you arrive at the beginning.
>
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