# methods-stats: Time Series Correlations In timeSeries: Financial Time Series Objects (Rmetrics)

## Description

S4 methods of stats package for `timeSeries` objects.

 `cov` Computes Covariance from a 'timeSeries' object, `cor` Computes Correlations from a 'timeSeries' object. `dcauchy` ... `dnorm` ... `dt` ...

## Usage

 ```1 2 3 4 5 6 7``` ```## S4 method for signature 'timeSeries' cov(x, y = NULL, use = "all.obs", method = c("pearson", "kendall", "spearman")) ## S4 method for signature 'timeSeries' cor(x, y = NULL, use = "all.obs", method = c("pearson", "kendall", "spearman")) ```

## Arguments

 `method` a character string indicating which correlation coefficient (or covariance) is to be computed. One of `"pearson"` (default), `"kendall"`, or `"spearman"`, can be abbreviated. `use` an optional character string giving a method for computing covariances in the presence of missing values. This must be (an abbreviation of) one of the strings `"all.obs"`, `"complete.obs"` or `"pairwise.complete.obs"`. `x` an univariate object of class `timeSeries`. `y` NULL (default) or a `timeSeries` object with compatible dimensions to `x`. The default is equivalent to y = x (but more efficient).

## Value

returns the covariance or correlation matrix.

## Examples

 ```1 2 3 4 5 6 7 8``` ```## Load Microsoft Data Set - data(MSFT) X = MSFT[, 1:4] X = 100 * returns(X) ## Compute Covariance Matrix - cov(X[, "Open"], X[, "Close"]) cov(X) ```

timeSeries documentation built on Jan. 25, 2020, 1:07 a.m.