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Does anyone have any suggestions on how to determine correlation for
the shifted cycle?
There are two sets of daily data for different stocks. I would like to
determine correlation for the shifted cycle? If two similar cycles are
shifted backward or forward within a period, the function of
correlation cannot be determined, due to delayed periods. Does anyone
have any suggestions how to measure the correlation between two shifted
cycles? which may be shifted backward or forward.
Thanks in advance for any suggestions
Eric
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