Scalar FunctionsSeries Functions

series_pearson_correlation

Calculate the Pearson correlation coefficient between two series.

Syntax

series_pearson_correlation(series1, series2)

Prop

Type

Returns: real

print series_pearson_correlation(
  dynamic([80, 45, 60, 35, 90]),
  dynamic([500, 200, 400, 150, 600])
)

print_0 (real)
0.9884539958264347

series_outliers

Detects outliers in a series using the Tukey fence method.

series_periods_detect

Detects periodic patterns in a time series using FFT-based spectral analysis.