i have a Dataset-Matrix called Sigma_ma including Monthly Data from 30 european banks. Now i have to check the connectedness between different pairs. Therefore my plan is to use cbind to create a new matrix, including the Data of some Banks. My Code:
Sigma_ma_bank_size <- cbind(Sigma_ma[,"HSBA.L"],Sigma_ma[,"BNPP.PA"],Sigma_ma[,"DBKGn.DE"],Sigma_ma[,"SAN.MC"],Sigma_ma[,"INGA.AS"],Sigma_ma[,"ISP.MI"]
,Sigma_ma[,"UBSG.S"],Sigma_ma[,"RBS.L"],Sigma_ma[,"NDASE.ST"],Sigma_ma[,"KBC.BR"],Sigma_ma[,"DNB.OL"],Sigma_ma[,"SEBa.ST"]
,Sigma_ma[,"ERST.VI"],Sigma_ma[,"PEO.WA"],Sigma_ma[,"BIRG.I"],Sigma_ma[,"DANSKE.CO"])
The Result is (shortened):
V1 V2
7.010374e-05 1.117888e-04
4.271750e-05 1.207572e-04
how do I get the right name for the columns? V1 -> HSBA.L V2 -> BNPP.PA
thank you very much