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Glossary Time-Series / Term

Crosscorrelation

A measure of association between two time-series variables. Crosscorrelations range in value from -1 to 1 and have similar interpretations as regular correlation coefficients. This determines whether two time series are correlated.

Permanent link Crosscorrelation - Modification date 2019-12-22 - Creation date 2019-12-22


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