English

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

Physics and Society 2012-10-03 v1 Statistical Mechanics Data Analysis, Statistics and Probability

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.

Keywords

Cite

@article{arxiv.physics/0505136,
  title  = {Correlations between the most developed (G7) countries. A moving average window size optimisation},
  author = {Janusz Miskiewicz and Marcel Ausloos},
  journal= {arXiv preprint arXiv:physics/0505136},
  year   = {2012}
}

Comments

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