Powerful correlation software needed.

#1
Hi im looking for an extreme advanced and powerful correlation software.


I have 100 different data that is based on time and therefore has to be in a fixed order.

I want a software that can analyze all possible correlations that exists. If 4 data has been consistently increasing, I want to know if there is a relation on the 5th data with the preceding for data observations using just an increasing indicator, or if multiple other correlations that estimate volatility, increase strength and if x decreases has happened the probability of increase will be X and X decreases with this decrease strenght in combination and so on,and if these are needed in combination to predict the 5th number, and also which time frame when a correlation is most valid and in combination with other correlations that has also been tested for the best timeframe.


Therefore, I want a software that can completely scan a set of a time series data to find any possible correlations in all directions and with all combinations, and generate an estimation of what the following observation wil be, based on the historic data, and provide me with a probability of that number occuring.
 

JohnM

TS Contributor
#2
I'm not aware of anything on the market that will do this - you may need to contract with someone to write a custom program.