Hello, I've got the following problem.
I have to matrices each containing 200 time series.
Now I want to calculate the correlation of the first time series of each of
the matrices.
I use the following command:
cor(mts1[,1],mts2[,1], use="complete.obs", method=c("pearson"))
cor(mts1[,2],mts2[,2], use="complete.obs", method=c("pearson"))
cor(mts1[,3],mts2[,3], use="complete.obs", method=c("pearson"))
and so on..
I would like to repeat this for each of the 200 time series. As it is quite
painful to change the command 200 times I wanted to ask if there's a loop
function that can cover these series in a fast way?
Thanks in advance for your help
Best
Tom-- View this message in context: http://r.789695.n4.nabble.com/Correlation-Loops-in-time-series-tp4672732.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ [email protected] 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.
