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Stock Market Correlation

By Trevor | Mar 18, 2018 08:44PM CET

I have daily prices of the Dow Jones Industrial Average for the last 100 years in column A. In the next columns, I have the prices of just the last 60 days. I want to find which 60 day period in the history of the Dow Jones is most similar to the most recent 60 days. How do I find those time periods that have the highest correlation to the current market if the columns are very different sizes?

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By Efthalia | Mar 20, 2018 10:16PM CET | XLSTAT Agent

Hello Trevor,
Unfortunately, it is not possible to analyze this data configuration within XLSTAT.
You need to have one column for each 60-day period in order to run a correlation test.
Regards,

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