In checking whether several times series, such as monthly exchange rates of various currencies, move together, why

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In checking whether several times series, such as monthly exchange rates of various currencies, move together, why do most analysts look at correlations between their differences rather than correlations between the original series?

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Business Analytics Data Analysis and Decision Making

ISBN: 978-1305947542

6th edition

Authors: S. Christian Albright, Wayne L. Winston

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Question Posted: Apr 06, 2017 11:30 AM

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In checking whether several times series, such as monthly exchange rates of various currencies, move together, why

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Business Analytics Data Analysis and Decision Making

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