Overview Settings Sequence of calculations Relative dates Alternative options How to read output? Examples Questions How do I calculate the rolling correlation between two series? Overview Example of general use of Correlation analysis confirmed by result from formula Correlation(): The Correlation analysis calculates the correlation between series within a range of lags. This functionality is … Continue reading “Correlation”
Overview Settings Covariation type Explanatory Length Annualize Examples Overview Example of general use of Covariation analysis showing 3-year covariance and correlation on Y/Y series: The Covariation analysis can measure several statistical indicators on a rolling basis: standard deviation correlation covariance linear regression intercept (alpha) linear regression slope (beta) Settings Covariation type Select the type of … Continue reading “Covariation”