Displaying 1 result from an estimated 1 matches for "x_36_31".
2006 Nov 13
2
indexing question
...66] - temp[61] and temp[71] - temp[66]
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Similarly temp[1416]-temp[1411]
temp[1421] - temp[1416]
I'm doing this because the above subractions represent pairs of returns
and the correlations between them wil be calculated eventually.
In other words, eventually I will have
X_36_31 ( i.e : temp[36] - temp[31] )
X_66-61
X_96-91
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X_1411-1416
as one vector and
Y_41-36
Y_71-66
Y_101-96
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Y_1416_1421
as another vector.
and will calculate the correlation between the two vectors in order to
get one number.
The point is I am really only using the indices...