Finding Correlation and Serial Correlation

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How to find correlation and serial correlation using excel.

Tips: make sure to have the same number of data points in each series.

Correlation doesn't mean causation. Just because two stocks are positively correlated, doesn't mean that one is driving the other.

Serial correlation needs to offset by one period, so make sure to leave off the last data point on the first series, so that the number of data points is equal.
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Комментарии
Автор

Thank you for this video. :) I wanted to ask how we calculate serial correlation for just one company based on past and present data?
Thanks

MusicFreak
Автор

+MusicFreak7073 Serial correlation is just an offset correlation against itself. So do a correlation of the historic prices, against the same historic prices, except shift the second list down by a line. So if you just had 10 prices in column A, it would look like =Correl(A1:A9, A2:A10) and that's the serial correlation against itself.

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