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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

NameTypeRequiredDescription
column1column✓ YesThe first numeric column for correlation calculation
column2column✓ YesThe second numeric column for correlation calculation
window_startinteger✓ YesThe number of rows before the current row to include in the window (negative value)
window_end✗ NointegerThe 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

Validation

  • Minimum parameters: 3
  • Maximum parameters: 4

Examples

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.
  • CumulativeCorr - Calculates cumulative correlation from the first row
  • Corr - Returns the overall correlation
  • MovingAvg - Calculates moving average with a window
Last modified on March 13, 2026