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

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  • "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
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  • $\begingroup$ @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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