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2011 Jul 07
0
Seasonal correlations
...hat is within 2008-01-01 to 2008-03-31. In output 2, there are only four rows of outputs, one for each quarter.
In output 3, the function would subset each quarter of each year and then use a standard correlation.
The input
> head(ReturnsAll)[,1:4]
Dates Series1 Series2 Series3
1 2008-01-03 -0.002 -0.002 -0.002
2 2008-01-04 -0.008 -0.009 -0.009
3 2008-01-07 -0.025 -0.024 -0.024
4 2008-01-08 0.012 0.012 0.012
5 2008-01-09 -0.012 -0.014 -0.015
6 2008-01-10 -0.023 -0.022 -0.021
> tail(ReturnsAll)[,1:4]
Dates Series1 Series2 Series3
850 2011-05-1...
2005 Oct 19
1
Plotting more than one series on the same graph
...iple par(new=TRUE) statements such as
>plot(series1, ci.type="line", col="red", lwd=2, ci.lty=0, ci.col="red")
>par(new=TRUE)
>plot(series2, ci.type="line", col="green", lwd=2, ci.lty=0, ci.col="green")
>par(new=TRUE)
>plot(series3, ci.type="line", col="blue", lwd=2, ci.lty=0, ci.col="blue")
and this does plot the three series on one graph, but makes a mess of
the y-axis.
There must be a more elegant solution.
Also, I wonder why the final series (series 3) doesn't plot until I
manually hit...