Hi All,

How can I proceed to estimate the correlation of 4 variables( **cor(a,b)** and **cor(c,d)** ) for each month?

I prefer to use aggregate and I tried the code below. variables are not able to recognize x and y.

I would be glad if you can suggest it.

Thanks

```
date=seq(as.Date("2020/1/1"), as.Date("2020/5/1"), "days")
a=rnorm(length(date))
b=rnorm(length(date))
c=rnorm(length(date))
d=rnorm(length(date))
dat <- data.frame(date,a,b,c,d)
dat$month=format(as.Date(dat$date, format="%Y-%m-%d"),"%m")
head(dat)
aggregate( cbind(c(a,b),c(c,d))~ month, dat, cor)
```

I am expecting the following output

```
Month cor(a,b), cor(c,d)
1 aa bb
2 cc dd
3 ee ff
4 gg hh
5 ii jj
```