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Hi Angelo,
I have in fact just recently contacted Herman regarding this subject,
since running that code on my data resulted in mismatching
correlations, where Correl(A,B) was not equal to Correl(B,A) due to
the Foreign() function and data holes between A and B. The result is
actually somewhat similar to the the picture herman posted in that
link, where you see that the correlation between AAPL,ALTR is -0.624,
whereas ALTR,AAPL is 0.421, except when I ran the code, all of the
pairs mismatched and not just the ones on the outer edge of the
correlation square. Anyway, if you have data without mismatching
times, this shouldn't be a problem :)
--- In amibroker@xxxxxxxxxxxxxxx, "Angelo" <ima_cons@xxx> wrote:
>
> Hi Herman,
>
> I'm not able to get the "padded data"problem cited as a warning in
>
> http://www.amibroker.org/userkb/2007/04/24/creating-a-correlation-table/
>
> Could you please add something on that?
>
> Thanks,
>
> Angelo.
>
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