工具

同期相關性

選擇 2 數據,系統將自動運算出 2 項指標之間的相關性,以及最相關的領先落後關係。

Correlation Type: Cross Correlation

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

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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'] }}

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Period

0

{{ result.period[0] }}

Correlation Value

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

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

Relation

Same

Behind

Significance

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

 

t=0

most related period