Hi Angelo, I have in fact just recently contacted Herman regarding this subject, since running that code on my data resulted in mismatching correlations, where Correl(A,B) was not equal to Correl(B,A) due to the Foreign() function and data holes between A and B. The result is actually somewhat similar to the the picture herman posted in that link, where you see that the correlation between AAPL,ALTR is -0.624, whereas ALTR,AAPL is 0.421, except when I ran the code, all of the pairs mismatched and not just the ones on the outer edge of the correlation square. Anyway, if you have data without mismatching times, this shouldn't be a problem :)
--- In [email protected], "Angelo" <ima_c...@...> wrote: > > Hi Herman, > > I'm not able to get the "padded data"problem cited as a warning in > > http://www.amibroker.org/userkb/2007/04/24/creating-a-correlation-table/ > > Could you please add something on that? > > Thanks, > > Angelo. >
