OpenEuphoria

Re: correlation coefficient program

• Posted by CChris <christian.cuvier at agricul?ure.?ouv.fr> Sep 05, 2007
• 883 views

Jerry Story wrote:
> 
> Some time ago there was some discussion about correlation coefficient.
> <a
> href="http://www.openeuphoria.org/cgi-bin/esearch.exu?fromMonth=6&fromYear=2&toMonth=9&toYear=C&postedBy=Craig&keywords=%22correlation+coefficient%22">http://www.openeuphoria.org/cgi-bin/esearch.exu?fromMonth=6&fromYear=2&toMonth=9&toYear=C&postedBy=Craig&keywords=%22correlation+coefficient%22</a>
> 
> I swiped a huge bunch of data files and made a wxEuphoria-based program using
> Rob Craig's code.
> <a
> href="http://www3.telus.net/~jtstory/programs-unfinished/correlations.zip">http://www3.telus.net/~jtstory/programs-unfinished/correlations.zip</a>
> 
> Is there any use for this type of program?
> 
> The data files I used
> <a
> href="http://lib.stat.cmu.edu/DASL/allsubjects.html">http://lib.stat.cmu.edu/DASL/allsubjects.html</a>
> don't seem to produce very useful results.
> Is there any computer-readable data to make actually useful
> correlations out of?

Most data series related with economics have high autocorrelation coefficients
for small lags, because economic systems have a large inertia: the value you
measure at some point will be quite strongly related to the one(s) you measured
shortly before. Then you'll have useful stuff.

CChris