11 Replies Latest reply on Feb 24, 2017 1:12 AM by Ramakrishnan R

    How to create a chart that displays correlation coefficient over time

    Patrick Lefler

      I am trying to create a chart to display the historic trend of correlation coefficient based on a user defined lookback period (which I defined as the DIMENSION “Correlation Coefficient Lookback Period”).

       

      I have the correlation coefficient calculation, but need assistance on how to get to the next step of creating a line chart that is dynamic based on the user selecting the lookback period used to calculated the coefficient.

       

      I’ve attached both the packaged Tableau Worksheet along with an Excel spreadsheet (CALC Tab) that shows how it was done in Excel.

       

      The end result is a Tableau chart that looks similar to this (based, for example, on an 18 month lookback period)

       

      Thank you in advance for your time, thoughts and feedback. Much appreciated!!

       

      Pat Lefler