Hello,
I want to calculate the correlation between two time series objects, which contain 10.000 daily observations. My workfile is unstructured and I want to calculate the correlation for each point in time (= each row) over the last 1000 observations and save the calculation in a new series object.
Any idea?
Correlation
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Re: Correlation
Look at the function
Code: Select all
@movcor(x,y,n)
Re: Correlation
That works! Thank you very much startz
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