MovingCorr

Calculates the moving correlation coefficient between two columns within a specified window of rows relative to the current row.

Category: window

Syntax:

MovingCorr([column1], [column2], window_start, window_end)

Returns: Float

Context Filtering: ✓ Yes

Parameters

Name	Type	Required	Description
`column1`	`column`	✓ Yes	The first numeric column for correlation calculation
`column2`	`column`	✓ Yes	The second numeric column for correlation calculation
`window_start`	`integer`	✓ Yes	The number of rows before the current row to include in the window (negative value)
`window_end`	✗ No	`integer`	The number of rows after the current row to include in the window (positive value). Defaults to 0.

Allowed Column Types for column1: INT, FLOAT, DECIMAL, NUMBER

Allowed Column Types for column2: INT, FLOAT, DECIMAL, NUMBER

MovingCorr([Sales], [Marketing_Spend], -6, 0)

Returns the 7-day moving correlation between sales and marketing spend (current row and 6 previous rows).

MovingCorr([Temperature], [Ice_Cream_Sales], -29, 0)

Calculates a 30-day moving correlation between temperature and ice cream sales, useful for tracking how the relationship changes over time.

MovingCorr([Stock_A], [Stock_B], -19, 0)

Calculates a 20-day rolling correlation between two stocks for analyzing their relationship.