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- Sat Dec 30, 2017 6:25 am
- Forum: Programming
- Topic: Create a cross correlation series
- Replies: 0
- Views: 1763
Create a cross correlation series
Hi! I am writting because I need to create a series from a cross correlation of 2 series which I am calculating in a moving temporal window (i.e. from 2004m01 to 2012m12, from 2004m02 to 2013m01 and so on with 12 lags) I have each cross correlation table, I freeze all the tables but I also need to c...