search for: mondmanemp

Hi, I try to calculate the correlation between macroeconomic data from FRED vs Market Data However, since the timeseries are not in synch, the correlation fails. require(quantmod) USPBS =get(getSymbols("USPBS", src="FRED" )) USPBS = USPBS['1983-1-1::'] monDMANEMP = Cl(to.monthly(USPBS)) > length(monDMANEMP) [1] 312 > head(monDMANEMP) USPBS.Close Oct 1983 8192 Nov 1983 8231 Dec 1983 8265 Jan 1984 8309 Feb 1984 8344 Mar 1984 8382 symbol = getSymbols("^DJA",from = "1983-01-01",t...