Trying to find rolling correlation between two time series fields

Question

I have a time series data, lets say close prices of S&P 500 and microsoft over the last two years. What I have to do is pretty simple - calculate rolling 7 day, 30 day and 90 day correlations for this dataset.
Doing this in MS excel is pretty simple by writing the regular formula, but finding some trouble implementing the same in Alteryx!

aatalai · Answer

@Binu_04 Have you found the rolling 7/30/90 days averages/ values? If not try looking at the crew macros moving summarize, after which tehn start looking at the time series tool.

http://www.chaosreignswithin.com/p/macros.html

Let me know how you get on