工具

同期相关性

选择 2 数据,系统将自动运算出 2 项指标之间的相关性,以及最相关的领先落后关係。

Correlation Type: Cross Correlation

Date: {{ result.date[0] }}~{{ result.date[1] }}({{ result.frequency }})

------

Data Name

{{ stat_1.name }}

{{ stat_2.name }}

Stationary Transformation

{{ result.stationary[0].method }}

{{ result.stationary[1].method }}

Adjusted Dicky Fuller's Test(p-val)

{{ result.stationary[0]['adf-test'] }}

{{ result.stationary[1]['adf-test'] }}

------

Period

0

{{ result.period[0] }}

Correlation Value

{{ result.significance[0].value }}

{{ result.significance[result.period[0]].value }}

Relation

Same

Behind

Significance

{{ result.significance[0].significance }}

{{ result.significance[result.period[0]].significance }}

 

t=0

most related period