Support Board
Date/Time: Fri, 29 Nov 2024 19:44:15 +0000
Post From: How to apply time lag to Correlation Coefficient study
[2023-01-28 17:34:20] |
PeteB - Posts: 17 |
I would like to determine if applying a time lag to a correlation of two 5 minute charts improves the fit of the two price series. I know the subgraph->displacement parm does not offset the actual input array. I could obviously do this in ASCIL, but is there another way? Thanks.
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Screenshot 2023-01-28 122159.png / V - Attached On 2023-01-28 17:34:08 UTC - Size: 172.45 KB - 100 views |