Implementation

The following classes with very similar programming interface implement correlation-based indicators:

• Correlation
• Autocorrelation
• Correlogram
• Autocorrelogram
• MutualInformation

To access these classes, the FinancialAnalisys.dll must be referenced in the code project and the following lines must be included in the using block of the code:

1using FinAnalysis.TA;
2using FinAnalysis.Base;

The implementations are adapted to effectively operate with time series data either expanding or sliding; the sliding window size can be defined either as time period or the number of data points.