Question

Hi, I am urgetly in need of knowing about running correlation method . This is not...

Hi,

I am urgetly in need of knowing about running correlation method . This is not about running a correlation function in software. I would like to know about the specific method called "Running Window Correlation. ". I don't know R programming. So I want to know how can I find correlation coeffient using this method in STATA or Excel. What I have is a Quaterly time series data of two variables.

Math   Statistics-And-Probability   
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Homework Answers

Answer #1

Install analysis tool pack

go to

Data >Data analysis>Correlation Select the data click ok

screenshots are given below

You will get correlation matrix.

For Example data is

Value Rental
81000 6656
95000 7904
121000 12064
135000 8320
145000 8320
165000 13312
178000 11856
200000 12272
214000 8528
240000 10192
289000 11648
325000 12480
77000 4576
94000 8736

Output is

Value Rental
Value 1
Rental 0.633047 1

here correlation coeffcient =r=0.633047

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