Moving correlation (Spearman and Kendall's Tau)
Posted: Fri Oct 28, 2011 5:49 pm
Hi guys,
I know how to find a moving correlation e.g. for 26 days using @mcor(x,y,26).
May I ask how I would get something similar for the Spearman and Kendall Tau correlations?
Apologies for any inconvenience
Thanks
G
I know how to find a moving correlation e.g. for 26 days using @mcor(x,y,26).
May I ask how I would get something similar for the Spearman and Kendall Tau correlations?
Apologies for any inconvenience
Thanks
G