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Thread: How to model lagged correlation data?

  1. #1
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    How to model lagged correlation data?




    Suppose I have two time series data sets A and B. Calculating the correlation between the two I observe almose -80% correlation among A & B. My Question is how would I model such data?

    Any suggestions? If you see the attached pdf, A changes before B. Thus, a change in Process A can help us see the upcoming change in B.

    Thanks in Advance for your help.

    Regards
    Attached Images

  2. #2
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    The file is damaged.Pl send to dmmarathe@*****.com

  3. #3
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    Thanks for considering

    Quote Originally Posted by dmmarathe View Post
    The file is damaged.Pl send to dmmarathe@*****.com


    Hello,

    I opened the file and it it works fine. However, I attached the .bmp images as well.


    Please see the attached .bmp files.
    Attached Images

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    Anyone?


    Anyone?? Any sort of help would be appreciated.

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