[R] Cross Correlations for two time series, different # of observations

Dear All, I am trying to determine the cross correlation between two different time series of data which is collected based on different sampling frequency. i.e (daily data and intraday day). When I plot this data I can clearly see that there is one series lags another, BUT in terms of quantify

[R] GARCH:: False Convergence

Dear R users, I am trying to use tseries' garch function in order to determine the volatility of a return series generated by quantmod. Here is the code that I am using: > library(quantmod) > getSymbols("AAPL") convert daily closing prices into continuous log returns > dret<-dailyReturn(AAPL,ty

[R] Cross correlations on many imported files.

Hello everyone, I am trying to import all of the csv files from a particular folder and then run cross correlations on each of them. i.e In the end have a matrix like structure with cross correlations. So far I have been able to import all of the data and run the ccf's but I need a way to store