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Ts1 cos - PowerPoint PPT Presentation

Time Series 2 Time Series 1

Time Series 2 Time Series 1. TS2=5*cos(2*t) TS1=cos(2*t). R 2 = 1 Perfectly correlated. Time Series 2 Time Series 1. *. R 2 = 0 No LINEAR correlation. TS2=5*cos(2*t) TS1=cos(t). Time Series 1 Time Series 2. TS1=sin(t) TS2=cos(t). R 2 = 0 No correlation. Time Series 2

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Ts1 cos - PowerPoint PPT Presentation

Time Series 2 Time Series 1