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<FONT face=Arial color=#0000ff
size=2>Johan,
<FONT face=Arial color=#0000ff
size=2>correlation is a built n function. From help....
<FONT face=Arial color=#0000ff
size=2>
CORRELATION- correlation
Statistical functions(AFL 1.4)
SYNTAX
correlation( ARRAY1, ARRAY2,
periods )
RETURNS
ARRAY
FUNCTION
Calculates correlation between ARRAY1 and ARRAY2 using
periods range
EXAMPLE
correlation( close, ref( close, -5 ), 5 ); - this
calculates correlation between close price and and close price 5 days back
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Johan
[mailto:epostens@xxxxxxxx]Sent: Thursday, January 01, 2004 11:20
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
correlationHi! Can you give me some advice of what i
should write if i want to test the correlation between spx and ndx and get
statistics from it?Thank you!Send BUG REPORTS
to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
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