Calculates the moving correlation coefficient between two columns within a specified window of rows relative to the current row. Category:Documentation Index
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window
Syntax:
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. |
column1: INT, FLOAT, DECIMAL, NUMBER
Allowed Column Types for column2: INT, FLOAT, DECIMAL, NUMBER
Validation
- Minimum parameters: 3
- Maximum parameters: 4
Examples
Related Functions
- CumulativeCorr - Calculates cumulative correlation from the first row
- Corr - Returns the overall correlation
- MovingAvg - Calculates moving average with a window