Dear all,
I want to test the correlation between two time series with large T, for example, the price of copper and the stock index of the same industry.I want to test the correlation between the two time series.Which Stata command can I use?I have tried Pearson and Spearman correlations ,but both of them maybe valid when the time series T is too large.Can you give me some suggestions?
Many thanks for advance,
Best
Raymond
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