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

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

2005-05-19

arxiv.org/abs/physics/0505136v1

Physics

Physics and Society

9 pages, 3 figures, to be published in Acta Phys. Pol. B

Scientific paper

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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