필터 지우기
필터 지우기

Calculate the average % two stocks are correlated

조회 수: 1 (최근 30일)
CR
CR 2011년 9월 1일
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?
  댓글 수: 1
CR
CR 2011년 9월 4일
Questions are not duplicated. One is to test for cointegration and the other is to test for correlation.

댓글을 달려면 로그인하십시오.

이 질문에 답변하려면 로그인하십시오.

답변 (1개)

David Young
David Young 2011년 9월 1일
corrcoeff, perhaps, if you don't want to introduce the possibility of time lags between the stock price sequences.

카테고리

Help Center 및 File Exchange에서 Correlation and Convolution에 대해 자세히 알아보기

태그

Community Treasure Hunt

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

Start Hunting!

Translated by