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 on which to compute the window correlation. Must be numeric. |
| Size of rolling window calculation. If two window values are provided, this is the 1st row number for the static window calculation. |
| Optional, default is |
Outputs
Window Pearson correlation coefficient(s).
Example
Last updated