title: Calculate rolling correlation using rollapply
body: <p>I have zoo object with 10000+ rows. </p>
  
  <pre><code>&gt; head(tt)
                        A             B
  2007-01-04  0.005945924  0.0021167475
  2007-01-05 -0.004201991 -0.0080020024
  2007-01-08  0.001740897  0.0045804104
  2007-01-09  0.000000000 -0.0008163931
  2007-01-10 -0.004503531  0.0032615812
  2007-01-11 -0.005841138  0.0043863282
  </code></pre>
  
  <p>I have tried variations of the following line, but to no avail.</p>
  
  <pre><code>rollapply(tt, 21, function(x) cor(x[,1],x[,2]))
  </code></pre>
  
  <p>Every entry gave correlation of 1, looks like it's picking up the 1 off the diagonal of the correlation matrix.</p>
  
  <pre><code>2013-11-25  1  1
  2013-11-26  1  1
  2013-11-27  1  1
  2013-11-29  1  1
  2013-12-02  1  1
  2013-12-03  1  1
  </code></pre>
  
  <p>What I really want is -0.4649, like the following</p>
  
  <pre><code>&gt; cor(tt)
             A          B
  A  1.0000000 -0.4649881
  B -0.4649881  1.0000000
  </code></pre>