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PMCD

Apple - Google Pair Moving Correlation Distribution

by DATAUNION 2014. 2. 22.
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X axis : Date 

Y axis : Moving Correlation Coefficient

Moving Correlation (Apple, Google, 200 Day)




X axis : Moving Correlation Coefficient

Y axis : Number of Day

Moving Correlation Distribution (Apple, Google, 200 Day)



Analysis

April 2005 to February 2014 correlation coefficient is 0.79.

The moving correlation coefficient  are to be concentrated in the correlation coefficient 0.7~0.9 and The high correlation holds many days.

However, since 2010 the correlation have low.




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