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I have searched a long time for comparison between non stationary time series but I'm a bit lost.

I have two time series (black and red below) and I want to prove statistically they are very similar.

This is the plot of my time series:

Plot

Could someone help me on the steps I need to perform please?

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1 回答 1

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如果你想比较两个系列,你可以计算它们的相关系数,我认为就是你需要的。

于 2013-05-14T09:06:23.463 回答