Hi, My question may be very stupid for most of you but I'm starting using R and I'm not that familiar with statistics / econometrics. I have 2 series of forecasts, let's say A and B (1 to 120 quarters) and I need to generate the correlation coefficients between the 2 series but for each period. To sum up I should get 120 coefficients Thank you for your help Kind regards Matthew -- View this message in context: http://n4.nabble.com/Finding-correlation-between-2-variables-from-forcast-tp932861p932861.html Sent from the R help mailing list archive at Nabble.com.