Great! How did you do it?
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Search found 2 matches
- Sat Jan 21, 2017 8:16 am
- Forum: Data Manipulation
- Topic: Graph confidence intervals as area bands
- Replies: 2
- Views: 5189
- Tue Jul 28, 2015 12:18 am
- Forum: Estimation
- Topic: Dynamic conditional correlation
- Replies: 3
- Views: 5166
Re: Dynamic conditional correlation
Hi - I guess you have daily data. Quick and dirty solution to your problem: Get rid of the trend in both time series by taking the first difference. Then calculate/estimate the correlation between the series. Evaluate whether the correlation is significant. If you want to plot the correlation, then ...