Hi, I'm trying to see if a data set (or multiple of them) which are in a data set forma are highly volatile and if they show large variances. So one way I am doing this through is getting the price and it's lag of one month... example below.. the I ran a proc corr between Price and Lag_Price to see if there are highly correlated, if they are, then the difference in price from last month to current month, and so on, are correlated and therefore not a high variance between the 2.... The question I have is, if I have a time series of say 20 months and I get the lag month of that series, 19 months.. and run a proc corr, since I'm only seeing 1 number for the CORRELATION, is this fine ?, or I was hoping to see 19 numbers of correlation between prioce and price_lag for each of the months.. Example Date Price Lag_Price Jan 29 Feb 32 29 Mar 40 32 Apr 46 40 May 53 46 Jun 90 53 Jul 92 90 I was hoping to see a high volatility between May and Jun, or even if I use a bY statement for the Cities, if one city is considered highly volatile and another not.. Thanks
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