I'm trying to calculate the Pearson correlation for my data. So far I successfuly did it for daily and hourly returns, however I'm struggeling with Minuten returns.
This is what I did:
cor_df_min <- merge(usdt_min_return_cor, pax_min_return_cor, dgx_min_return_cor, btc_min_return_cor)
cor_df_min
Correlation_matrix_min = cor(cor_df_min, use = "pairwise.complete.obs")
print(Correlation_matrix_min)
But I still have NAs in my correlation matrix as you can see below:
ClosePrice ClosePrice.1 ClosePrice.2 ClosePrice.3
ClosePrice 1.00000000 0.02417688 NA 0.01711407
ClosePrice.1 0.02417688 1.00000000 0.03966081 -0.20275678
ClosePrice.2 NA 0.03966081 1.00000000 NA
ClosePrice.3 0.01711407 -0.20275678 NA 1.00000000
Note: I have quite a few missing values and values very close or equal to zero in my data. Is that the problem? How can I fix it?