I have a table with approximately 1000 actual stock returns and forecasted stock returns per month. I want to calculate rolling correlations for rolling 12-month periods. All of the rolling correlation solutions I've seen are for cases where there is just one row per time period. How can I do this for multiple data pairs per month?
Also, I'm very new to R so please bear with me. Thanks in advance for any help. - Susan -- View this message in context: http://r.789695.n4.nabble.com/Rolling-Correlations-with-Multiple-Data-Points-per-Month-tp4644019.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
