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Creator II
Creator II

Correlation between two dates

Hi all,

I am dealing with daily scores for various stock markets around the globe, and what I am trying to do is analyze if the scores for the US are influencing/leading the scores for say, Japan.  Obviously on any one date, the US market isn't opened until after Japan closes, so the US scores for that day cannot influence the Japan scores for the same date therefore a simple correlation or regression analysis won't do.  What I need is the correlation of yesterday's US scores with today's Japan scores, so Correl US-Scores (t-1), Japan-Scores (t).

Is there a KPI expression I can use for this ?

thanks for the help,

Olivier

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