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2009 Nov 18
0
xts timeseries
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...