CDO

Hello everyone,

I used "timcor" for calculating correlation over time. What I also would like to have is the significance of this correlation.
How can this be done in CDO? And why actually does the correlation function not give the significance?

I heard about an undocumented operator named "studentt". How does this operator work and can I only use me correlation as input and will get the significance as output?

Please help me.

Thanks a lot!

Florian