We still have nothing at all specific about what these files even look like. Perhaps the problem is that you have not even read basic introductory material an don't yet know how to import files? If so, then look at:

?read.table    #which also  has material on read.csv

Perhaps:
read.csv(file ="c:/dir1/dir2/equity.csv", header = TRUE) # or FALSE

--
David Winsemius
On Feb 11, 2009, at 7:42 AM, Maithili Shiva wrote:

Dear Ms Sarah,

Thanks for your reply. Actually I am new to this R language and besides coping with the demending office commitments, whenever possible, I am trying to learn the R language on my own.

Had it been Excel, I could have done in fraction of seconds however I need to use R language for this. Its the simple correlation I am looking for.

I have a dataset of (say 500) observations EACH for these three variables viz. Equity, Forex and Bond. I have three different files (equity.csv, Forex.csv and Bond.csv) and need to generate the regular correlation among these variabls. I had attached these files in my earlier mail least knowing we can't do so. I did try to search help, but wasn't that confident about it so I am requesting for the guidance.

With regards

Maithili




--- On Wed, 2/11/09, Sarah Goslee <sarah.gos...@gmail.com> wrote:

From: Sarah Goslee <sarah.gos...@gmail.com>
Subject: Re: [R] Generating Correlation matrix
To: "Maithili Shiva" <maithili_sh...@yahoo.com>
Cc: r-help@r-project.org
Date: Wednesday, February 11, 2009, 11:37 AM
Assuming you want "ordinary" correlations -
Pearson or Spearman - and not
some financial thing I've never heard of, searching the
help for correlation
would have gotten you to cor(), and probably also to other
more elaborate
constructions.

If your problem is more complex than that, we need a better
description
of the difficulty, along with example code for as far as
you can get yourself.

Sarah

On Wed, Feb 11, 2009 at 5:44 AM, Maithili Shiva
<maithili_sh...@yahoo.com> wrote:
Dear R helpers,

I have generated a portfolio of Equity, Dollar Rate
and say zero coupon bond. I have calculated the daily
returns based on the prices available for last two years.

Now, I have three seperate csv files (Equity.csv,
Dollar.csv and Bond.csv) containing the respective returns.
I need to calculate the correlation matrix between the
retuns of these assets. Please guide me how this can be done
in R.

I have attached the three csv files.

Thanking in advance

With regards

Maithili







--
Sarah Goslee
http://www.functionaldiversity.org

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