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return_reg
2006 Nov 15
1
Correlations not in sync with r2 from regression
...t;,use="pair
wise.complete.obs")
print(corkendall)
corspearman<-cor(minutereturnsa,minutereturnsb,method="spearman",use="pa
irwise.complete.obs")
print(corspearman)
# EXLCUDE POSSIBLE Nas
# DO A REGRESSION
# PLOT FITTED VERSUS ACTUAL
options(na.action=na.exclude)
returnreg<-lm(minutereturnsb ~ minutereturnsa)
regsumm<-summary(returnreg)
print(regsumm)
plot(minutereturnsa,minutereturnsb)
lines(minutereturnsa,fitted(returnreg))
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