1 Reply Latest reply on Dec 16, 2016 6:57 AM by diego.medrano

    Rolling Correlation Calculation

    Ramakrishnan R

      Hi folks, I actually builded a dashboard for correlation for single time period [like User can select the BM, data parameter and frequency], however this is for a single time period, as chooses. However i have an additional challenge to create the rolling monthly correlation returns. 


      Additional note:

      Imagine i select 10 years period and i want to show 3 years rolling monthly correlation. The Table or the Line chart, it has to start from 3rd years onwards until the end of 10 years, monthly 3 years correlation values.


      Anyone have an idea to prepare this.