Re: [ferret_users] 21 yr running correlation

To: saurabh rathore <rohitsrb2020@xxxxxxxxx>

Subject: Re: [ferret_users] 21 yr running correlation

From: Ryo Furue <furue@xxxxxxxxxx>

Date: Tue, 28 Aug 2018 21:46:29 +0900

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On Tue, Aug 28, 2018 at 4:31 PM saurabh rathore <rohitsrb2020@xxxxxxxxx> wrote:

Dear Ryo,

Are you saying that the plot of such running correlation and trends will be like a time series ?

I'm sorry, Saurabh, Sandeep, and other Ferret users. I've begun to think that my idea was wrong. I thought @SBX was the solution, but it doesn't keep the same mean value over the window, in formulae like

u' = u - mean(u).

So, indeed the correct solution would be complicated. I'd like to know if there is an elegant solution.

Ryo