As is stated by the title Time series pair X, Y, with first half correlation 0.3 and rest half 0.4, what is the general correlation?

  • $\begingroup$ @Quantuple, what's missing to get the result? $\endgroup$ – PythonNewHand Dec 30 '16 at 18:58
  • $\begingroup$ Seems to have a duplicate on Cross Validated here: stats.stackexchange.com/a/15026/7469 $\endgroup$ – Bob Jansen Dec 31 '16 at 19:04
  • $\begingroup$ I'm voting to close this question as off-topic because too weak for migration and possibly duplicated. $\endgroup$ – Bob Jansen Dec 31 '16 at 19:04

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