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Significance for Correlation on CDO

Added by Florian Rothe almost 9 years ago

Hi everyone,

I want to compute for the correlation-result obtained by using the "timcor" operator. In the documentation I can not find such operator which gives the significance of a correlation.

Is there maybe an undocumented operator for doing this?

Thank you very much for your help!


Replies (1)

RE: Significance for Correlation on CDO - Added by Florian Rothe almost 9 years ago

Has really no one an idea?

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