The correlation analysis in time series has received considerable attention [
[1]
]. Its use plays an important role in the social sciences, finance and medical sciences.
Spearman's or Pearson correlation coefficients are the most commonly used for estimation
[
[1]
]. The assumption such as stationarity makes the validity of time series correlation
coefficients [
[2]
].Keywords
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Article info
Publication history
Published online: May 22, 2018
Accepted:
April 26,
2018
Received in revised form:
April 20,
2018
Received:
April 17,
2018
Identification
Copyright
© 2018 European Federation of Internal Medicine. Published by Elsevier B.V. All rights reserved.
