I want to know how I can compare the "behavior of curves" and see what curves behave more similar. In the link below, in the 1st graph we have 4 curves through out time.


I want to know when the market went up,the market went down in the past, and which of these curves behaves similar (if they went up and went down or were steady). I also want to find what are the most similar curves.

  1. How should I approach this problem?

  2. Any statistical test(s) I can use for this?


You can do a lot of things. For instance, you could run PCA to see whether all curves move together contemporaneously.

You could also run cross correlations or coherence analysis. This will run correlation of two series with different lags, so that you can see that one series might be correlated to another when the latter is lagged in time. The crosscorrelation plot will show what is the lag with highest correlation.

You could do nonlinear analysis using Kendal correlation if you suspect that the relationships is nonlinear or prone to outliers.

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  • $\begingroup$ Thank you very much Aksakal! I will start working on it! $\endgroup$ – Sebastián Viniczay Apr 4 '18 at 18:01

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