0 Replies Latest reply: Aug 12, 2015 7:26 AM by Mark Monfort RSS

    Taking the correlation matrix further

    Mark Monfort

      Hi all

       

      I've implemented a Correlation Matrix similar to the one suggested here: Correlation matrix based on selection

       

      I've done a duplicate/mirror table where table 1 has:

       

      Period,

      Sector,

      Sales

       

      table 2 has:

       

      Period,

      Sector1,

      Sales1

       

       

      Building the chart works fine - I have a pivot table with Sector and Sector1 as dimensions and it is pivoted to have Sector on the X axis and Sector1 on the Y axis.

       

      Expression is Correl(Sales, Sales1)

       

      Works perfectly (see screenshot below)

       

      matrix.PNG

       

      This works If I select a specific period of time eg

       

      Period.PNG

       

       

      It shows over that specific period what the correlation matrix shows for my sectors.

       

      What I'd like to do now is see what time period shows the best correlations for a particular sector.

       

      eg the above might show correlations from 31/7/2010 to 30/6/2015 (60 months)... but maybe it turns out better for a particular sector if I run it from 1/1/2010 to 30/6/2015.

       

      Is there any automated way of doing something like this?

       

       

       

      cheers!