Rolling Correlation Calculator

Rolling Correlation Calculator

First Data Series (comma-separated): Second Data Series (comma-separated):

Window Size (periods):

Results

How to Use This Tool:

1. Enter two data series (e.g., stock prices, temperature readings, etc.) separated by commas.
2. Set the window size (how many periods to include in each correlation calculation).
3. Click "Calculate Correlation" to see rolling correlation results.
4. Analyze the results to see how correlation changes over time.

Rolling Correlation measures how closely two variables move together within each moving window (ranges from -1 to +1).