- 1. [S] Re: correlation over different windows (score: 1)
- Author: Mustaque Ahmed <Mustaque.Ahmed@wdr.com>
- Date: Thu, 22 Apr 99 13:33:46 -0400
- Dear listmates, I have data on two series, x & y, for a few years, with some missing values. What would be the easiest way to calculate (trimmed) correlation over different windows ( 7 days, 30 days,
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