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Trying to find rolling correlation between two time series fields

Binu_04
5 - Atom

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!

1 REPLY 1
aatalai
15 - Aurora

@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

 

 

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