Lagged Correlation Component

This component calculates the linear correlation between selected 1st series and the selected 2nd series with given lag interval.

Correlation of S1 and S2(lag)

Options

2nd Series
Select the second series which the lag will be applied
1st Series
Select the 1st series
Lag Interval
Enter lag interval to calculate correlation

Input Ports

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Input table must have at least two numeric columns

Output Ports

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Output table contains the selected 1st and 2nd column name, lag interval value, calculated correlation coefficient, p value and degree of freedom

Nodes

Extensions

Links

Download

To use this component in KNIME, download it from the below URL and open it in KNIME:

Download Component
On NodePit since: 2021-07-06
Last update: 2024-04-27
Created with KNIME version: v4.3.3

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