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?
closed as off-topic by Quantuple, user16651, Bob Jansen♦ Dec 31 '16 at 19:04
This question appears to be off-topic. The users who voted to close gave this specific reason:
- "Basic financial questions are off-topic as they are assumed to be common knowledge for those studying or working in the field of quantitative finance." – Quantuple, Community