Timeline for Finding causal relationship between two sets of time series data
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Mar 3, 2020 at 13:44 | comment | added | whuber♦ | It's important to read and quote a question in full: you omitted the key codicil, "regress y on x." That clarifies what the OP means by "correlation," too. | |
| Mar 3, 2020 at 13:27 | comment | added | IrishStat | The OP stated " Take daily percentage changes for both data sets, find correlation between Google search volume (x) and stock price (y) " ( using the Pearson correlation ) and I was reflecting on how this might NOT be such a good idea, | |
| Mar 3, 2020 at 13:03 | comment | added | whuber♦ | Did you post this answer in the right thread? Because the present question refers to regression rather than a test of Pearson correlation, this answer looks out of place. | |
| Mar 2, 2020 at 12:45 | history | answered | IrishStat | CC BY-SA 4.0 |