ntthi
07-07-2010, 07:41 AM
Given series 1 with mean (m1) and variance (var1).
Can we make two other different series 2 (m2, var2) and series 3 (m3, var3) that satisfy the following three conditions:
m2 = m3
var2 = var3
AND
correlation coefficient between series 2 and 1 = correlation coefficient between series 3 and 1 (r21 = r31)
Pls help me.
Thank you.
Can we make two other different series 2 (m2, var2) and series 3 (m3, var3) that satisfy the following three conditions:
m2 = m3
var2 = var3
AND
correlation coefficient between series 2 and 1 = correlation coefficient between series 3 and 1 (r21 = r31)
Pls help me.
Thank you.