Filter löschen
Filter löschen

Calculate the average % two stocks are correlated

1 Ansicht (letzte 30 Tage)
CR
CR am 1 Sep. 2011
I am trying to calculate the average % two stock prices are correlated. I am a new to matlab and am wondering what would be the best function to use?
  1 Kommentar
CR
CR am 4 Sep. 2011
Questions are not duplicated. One is to test for cointegration and the other is to test for correlation.

Melden Sie sich an, um zu kommentieren.

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (1)

David Young
David Young am 1 Sep. 2011
corrcoeff, perhaps, if you don't want to introduce the possibility of time lags between the stock price sequences.

Kategorien

Mehr zu Correlation and Convolution finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by