WINDOWCORR

Calculates rolling or static window average

WINDOWCORR(column, window size / static window start, static window end)

Returns a rolling or static window correlation coefficient from a given column

Arguments

Argument	Description
column	Column on which to compute the window correlation. Must be numeric.
window size / static window start	Size of rolling window calculation. If two window values are provided, this is the 1st row number for the static window calculation.
static window end	Optional, default is None. 2nd row number for static window calculation.

Outputs

Window Pearson correlation coefficient(s).

Example