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riccardox
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Joined: February 25th, 2016, 2:29 pm

correlation /dependency

March 11th, 2016, 9:25 am

What can you say about the correlation and dependency between these two time series?you can copy and paste should work...R:y.2 = c(0.018689568,0.009683296,0.147821609,0.180459842,0.168422827,0.226098858,0.313801268,0.262932256,0.268813432,0.294922326,0.264865407, 0.346246978,0.283205720,0.298781743,0.323328814,0.348296731,0.382134786,0.410292539,0.470068830,0.548990128,0.510575124,0.624393293, 0.739362414,0.722408878,0.768700107,0.721887508,0.805979227,0.781446341,0.811005238,0.812242973,0.811856688,0.731595331,0.745521177, 0.777974209,0.779626858,0.798223639,0.841367616,0.889220366,0.919107388,0.969050634,0.942643970,0.922501601,1.050420847,1.029210688, 1.122721295,1.042881321,1.064004315,1.011660759,1.036115025,1.034455948,0.989322562,1.006353488,0.928806750,0.901513019,0.909776205, 0.888846284,0.918575968,0.904822176,0.896214753,0.898669951,0.913038339,0.930067322,1.032281475,1.002588549,1.024831868,1.042589417, 0.968007021,0.913730370,0.855831497,0.858574758,0.833174786,0.708289229,0.656568925,0.725230513,0.592839537,0.572731933,0.591910683, 0.548434426,0.548998248,0.594478066,0.587473902,0.613314514,0.622269314,0.589773825,0.600153568,0.510213267,0.517191447,0.527094695, 0.423022791,0.383247427,0.273731369,0.252075430,0.106655481,0.108229397,0.126530864,0.065848501,0.029638856,0.006102634, -0.040635884, 0.021088576, -0.040735766)y.3 = c(0.606374322,0.591530216,0.586069199,0.508495837,0.485661097,0.391987585,0.349057189,0.308101888,0.251039731,0.177911039,0.167483706 ,0.039553191,0.053097638,0.031488246,-0.055482670,-0.051238463,-0.007647165,-0.027398309,0.028088301,-0.026155937,-0.022497335,-0.079768003 ,-0.032259338,-0.097755093,-0.154150752,-0.192314582,-0.274717124,-0.268277794,-0.319312481,-0.436442132,-0.528186162,-0.544744027,-0.523394046 ,-0.553344853,-0.576299111,-0.636994869,-0.594857980,-0.578504725,-0.591139614,-0.593363259,-0.558420184,-0.603770475,-0.588982025,-0.610167710 ,-0.656238470,-0.711515521,-0.798252681,-0.836223132,-0.841166394,-0.889916686,-0.890951652,-1.004152986,-0.952354160,-0.951532647,-1.016398547 ,-1.001723771,-0.985360934,-0.982122241,-0.934582441,-0.947223939,-0.934422965,-0.932774239,-0.908233852,-0.871392159,-0.925863019,-0.913402575 ,-1.012180978,-1.012242408,-1.032083551,-1.020772866,-1.082582502,-1.054655339,-1.066726945,-1.089108761,-1.032547723,-1.045409151,-0.951734624 ,-0.967998660,-0.929457298,-0.867866408,-0.857927898,-0.803916685,-0.809888897,-0.727245528,-0.726325339,-0.765616837,-0.794083917,-0.822175641 ,-0.819258659,-0.807988585,-0.778159369,-0.832889373,-0.833448112,-0.785217800,-0.712099764,-0.642599415,-0.622450909,-0.627360169,-0.512322705 ,-0.525321286,-0.368671490)Matlab:y.2 = [0.018689568 0.009683296 0.147821609 0.180459842 0.168422827 0.226098858 0.313801268 0.262932256 0.268813432 0.294922326 0.264865407 ... 0.346246978 0.283205720 0.298781743 0.323328814 0.348296731 0.382134786 0.410292539 0.470068830 0.548990128 0.510575124 0.624393293 ... 0.739362414 0.722408878 0.768700107 0.721887508 0.805979227 0.781446341 0.811005238 0.812242973 0.811856688 0.731595331 0.745521177 ... 0.777974209 0.779626858 0.798223639 0.841367616 0.889220366 0.919107388 0.969050634 0.942643970 0.922501601 1.050420847 1.029210688 ... 1.122721295 1.042881321 1.064004315 1.011660759 1.036115025 1.034455948 0.989322562 1.006353488 0.928806750 0.901513019 0.909776205 ... 0.888846284 0.918575968 0.904822176 0.896214753 0.898669951 0.913038339 0.930067322 1.032281475 1.002588549 1.024831868 1.042589417 ... 0.968007021 0.913730370 0.855831497 0.858574758 0.833174786 0.708289229 0.656568925 0.725230513 0.592839537 0.572731933 0.591910683 ... 0.548434426 0.548998248 0.594478066 0.587473902 0.613314514 0.622269314 0.589773825 0.600153568 0.510213267 0.517191447 0.527094695 ... 0.423022791 0.383247427 0.273731369 0.252075430 0.106655481 0.108229397 0.126530864 0.065848501 0.029638856 0.006102634 -0.040635884 ... 0.021088576 -0.040735766]y.3 = [0.606374322 0.591530216 0.586069199 0.508495837 0.485661097 0.391987585 0.349057189 0.308101888 0.251039731 0.177911039 0.167483706 ... 0.039553191 0.053097638 0.031488246 -0.055482670 -0.051238463 -0.007647165 -0.027398309 0.028088301 -0.026155937 -0.022497335 -0.079768003 ... -0.032259338 -0.097755093 -0.154150752 -0.192314582 -0.274717124 -0.268277794 -0.319312481 -0.436442132 -0.528186162 -0.544744027 -0.523394046 ... -0.553344853 -0.576299111 -0.636994869 -0.594857980 -0.578504725 -0.591139614 -0.593363259 -0.558420184 -0.603770475 -0.588982025 -0.610167710 ... -0.656238470 -0.711515521 -0.798252681 -0.836223132 -0.841166394 -0.889916686 -0.890951652 -1.004152986 -0.952354160 -0.951532647 -1.016398547 ... -1.001723771 -0.985360934 -0.982122241 -0.934582441 -0.947223939 -0.934422965 -0.932774239 -0.908233852 -0.871392159 -0.925863019 -0.913402575 ... -1.012180978 -1.012242408 -1.032083551 -1.020772866 -1.082582502 -1.054655339 -1.066726945 -1.089108761 -1.032547723 -1.045409151 -0.951734624 ... -0.967998660 -0.929457298 -0.867866408 -0.857927898 -0.803916685 -0.809888897 -0.727245528 -0.726325339 -0.765616837 -0.794083917 -0.822175641 ... -0.819258659 -0.807988585 -0.778159369 -0.832889373 -0.833448112 -0.785217800 -0.712099764 -0.642599415 -0.622450909 -0.627360169 -0.512322705 ... -0.525321286 -0.368671490]