Hi Without knowing much about functions you use, instead of plotting you could save results of rcor(dcc.fit, type="R") to
something <- rcor(dcc.fit, type="R") and use str(something) to inspect the structure. Cheers Petr > -----Original Message----- > From: R-help <r-help-boun...@r-project.org> On Behalf Of Subhamitra > Patra > Sent: Monday, November 25, 2019 2:46 PM > To: Michael Dewey <li...@dewey.myzen.co.uk>; r-help mailing list <r- > h...@r-project.org> > Subject: Re: [R] [r] How to obtain the correlation coefficients between two > variables in the R object > > Thank you for your suggestion. Actually, the correlation is coming in the > DCC model through my above code which I am able to plot it. Is there any > solution that I can extract data from a particular plot. Actually, I am > able to obtain the correlation matrix, but I need the correlation > coefficient series indicating the correlation coefficients between the two > variables. > > > > [image: Mailtrack] > <https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_ca > mpaign=signaturevirality5&> > Sender > notified by > Mailtrack > <https://mailtrack.io?utm_source=gmail&utm_medium=signature&utm_ca > mpaign=signaturevirality5&> > 11/25/19, > 07:12:49 PM > > On Mon, Nov 25, 2019 at 7:10 PM Michael Dewey > <li...@dewey.myzen.co.uk> > wrote: > > > To get multiple plots on the same physical page try > > ?layout > > ot look through the various option under > > ?par > > > > I do not know enough about DCC models to answer how you get > correlations. > > > > Michael > > > > On 25/11/2019 10:34, Subhamitra Patra wrote: > > > Dear R-users, > > > > > > I am estimating the DCC-model by using the following code and > > successfully > > > making the individual plots indicating the dynamic correlation between > > the > > > two variables stored in the R data frame (namely dcc.fit in my code). My > > > code is > > > > > > Dat = Date2[,2:13, drop = FALSE] > > > library(rmgarch) > > > library(rugarch) > > > xspec = ugarchspec(mean.model = list(armaOrder = c(1, 1)), > > variance.model = > > > list(garchOrder = c(1,1), model = 'eGARCH'), distribution.model = 'norm') > > > uspec = multispec(replicate(12, xspec)) # Define a function using xspec > > > dcc.garch11spec = dccspec(uspec = uspec, dccOrder = c(1, 1), > > distribution = > > > 'mvnorm') > > > dcc.fit = dccfit(dcc.garch11spec, data = Dat) > > > r1=rcor(dcc.fit, type="R") > > > print(r1) > > > > > > Here, I need to obtain the DCC relationship between the two variables. I > > > successfully make a separate plot for the correlation between the two > > > variables with the following code. > > > plot(rcor(dcc.fit, type="R")['A1','A2',], type='l') > > > plot(rcor(dcc.fit, type="R")['B1','B2',], type='l') > > > plot(rcor(dcc.fit, type="R")['C1','C2',], type='l') > > > plot(rcor(dcc.fit, type="R")['D1','D2',], type='l') > > > plot(rcor(dcc.fit, type="R")['E1','E2',], type='l') > > > plot(rcor(dcc.fit, type="R")['F1','F2',], type='l') > > > > > > Here, I request your help on two things which I am unable to do. > > > > > > 1. I need to arrange all the above individual plots (counted as 6) on one > > > page. > > > 2. I need to obtain the correlation coefficients between the particular > > two > > > variables (i.e. A1 versus A2, B1 versus B2, .......so on) throughout the > > > entire period. > > > > > > For your convenience, I have attached my sample data. > > > > > > I definitely expect a positive help from the experts as the suggestions > > > from the expert through this R forum has always solved my previous > > problem. > > > > > > Thank you. > > > > > > > -- > > Michael > > http://www.dewey.myzen.co.uk/home.html > > > > > -- > *Best Regards,* > *Subhamitra Patra* > *Phd. Research Scholar* > *Department of Humanities and Social Sciences* > *Indian Institute of Technology, Kharagpur* > *INDIA* > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.
______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
