TSPearson_Correlation_Score function

The TSPearson_Correlation_Score function generates a Pearson correlation score for two time series sequences.

Syntax

TSPearson_Correlation_Score (
                 sequence1     list,
                 sequence2     list) 
RETURNS DOUBLE PRECISION
sequence1
A list of values that is returned by the ValueAsCollection or TSGetValueList function.
sequence2
A list of values that is returned by the ValueAsCollection or TSGetValueList function.

Usage

Run the TSPearson_Correlation_Score function to calculate the Pearson correlation coefficient between two time series sequences. The length of the sequences must be the same. See Pearson correlation coefficient.

Returns

A number, 0.0 - 1.0, that represents the Pearson correlation coefficient.