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Correlation Constructor (TimeSpan, Int32)

Creates sliding window correlation.

Namespace:  FinAnalysis.TA
Assembly:  FinAnalysis (in FinAnalysis.dll) Version: 2.1.13-cc97e13414b71fde928e8f3a546ac1daf26f295f
Syntax
C#
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public Correlation(
	TimeSpan timePeriod,
	int lag
)

Parameters

timePeriod
Type: SystemTimeSpan
Sliding window size in time.
lag
Type: SystemInt32
Correlation lag.
See Also