HT在数据帧中创建一个新的向量，用于获取现有向量的相关性

I have a time series of two indexes, with each row representing the closing price on the same day. I'd like to go to row 30 and lookback over the last 30 'days' and calculate the pearson correlation. And then store that value in a new vector. Then, repeat the calculation for the entire time series. I have a time series of two indexes, with each