Displaying 1 result from an estimated 1 matches for "monmarket".
2009 Nov 18
0
xts timeseries
...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",to=Sys.Date())
market = Cl(get(symbol))
monMarket = Cl(to.monthly(market))
> length(monMarket)
[1] 314
> head(monMarket)
market.Close
Oct 1983 494.18
Nov 1983 510.77
Dec 1983 502.94
Jan 1984 483.46
Feb 1984 454.97
Mar 1984 456.65
Now I try to calculate the correlation
> cor(monMarket, m...