search for: pur_045

Dear R users, I am trying to use tseries' garch function in order to determine the volatility of a return series generated by quantmod. Here is the code that I am using: > library(quantmod) > getSymbols("AAPL") convert daily closing prices into continuous log returns > dret<-dailyReturn(AAPL,type='log') check to see that the autocorrelations decay >

Hello everyone, I am trying to import all of the csv files from a particular folder and then run cross correlations on each of them. i.e In the end have a matrix like structure with cross correlations. So far I have been able to import all of the data and run the ccf's but I need a way to store the data in an array. I know that this could be done in matlab by using something like both a for