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Correlations between the most developed (G7) countries. A moving average window size optimisation

Janusz Miskiewicz·Marcel Ausloos
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Abstract

Different distance matrices are defined and applied to look for correlations between the gross domestic product of G7 countries. Results are illustrated through displays obtained from various graph methods. Significant similarities between results are obtained. A procedure for choosing the best distance function is proposed taking into account the size of the window in which correlation are averaged.

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Janusz Miskiewicz, Marcel Ausloos. 2005-05-19. Correlations between the most developed (G7) countries. A moving average window size optimisation. https://arxiv.org/abs/physics/0505136

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