Hi,
1.) I am trying to calculate the autocorrelation function for returns based
on rolling window, but it doesn't work.
My code is
rollapply(Returns,20,acf).
2.) My next try is
rollapply(Returns_2,20,cor)
Error in FUN(cdata[st, i], ...) : supply both 'x' and 'y' or a matrix-like
'x'
Thank you in advance!
--
Best regards,
Andy
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