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Rolling Correlation in R

Steven Sanderson tries out a function:

In the world of data analysis, time-series data is a common sight. Whether it’s stock prices, weather patterns, or website traffic, understanding the relationship between variables over time is crucial. One valuable technique in this domain is calculating rolling correlation, which allows us to examine the evolving correlation between two variables as our data moves through time. In this blog post, we will delve into the rollapply function and its capabilities, exploring its applications through a series of practical examples. So, let’s get started!

Click through for an example of how it works.