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Re: [ferret_users] 21 yr running correlation

can anyone tell me how to do 21 yr running correlation in ferret between two data sets.

If I correctly understand what "running correlation" is, I think you can use @SBX transformation to calculate the average over a fixed-width window which moves.  Then you use the ordinary definition of the correlation coefficient: mean[ (A - mean(A)) * (B - mean(B)) ] / (stddev(A) * stddev(B)), where "mean" means the box average @SBX and stddev() is also calculated over the box using @SBX.

Hope this helps,

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