fun_RollingCorrelation_v2: fun_RollingCorrelation_v2

In 3schwartz/SpecialeScrAndFun: Script and functions used for master thesis.

Description

fun_RollingCorrelation_v2

Usage

fun_RollingCorrelation_v2(inputList = listExcess, dep = "BitCoin",
  period = c("minutes", "hours", "days", "weeks", "months", "quarters",
  "years"), savePlot = FALSE, margin = 10,
  outputFig = c("C:/Users/Soren Schwartz/Dropbox/Egne dokumenter/Skole/master/opgave/Figures/"),
  width = 8, height = 6)

Arguments

dep	The currency the other cryptocurrencies compares against
period	Period one want to convert data to. One can choose "days", "weeks", "months", "quarters" or "years"
savePlot	If one want to save plot
margin	Number used for rolling window
outputFig	Output path if one have said TRUE to saveplot
width	Width of plot saved
height	heigh of plot saved
list	List of daily data with mean and sd in second and third row

Value

A list

name cor_plot	description Plot with time series of rolling correlation
name corData	description Data with rolling correlation values

3schwartz/SpecialeScrAndFun documentation built on May 4, 2019, 6:29 a.m.