CODEWITHSUNDEEP
time-series
Maxime Flozeo
Maxime Flozeo

Reputation: 53

How to compare two non stationary time series

I have searched a long time for comparison between non stationary time series but I'm a bit lost.

I have two time series (black and red below) and I want to prove statistically they are very similar.

This is the plot of my time series:

Plot

Could someone help me on the steps I need to perform please?

Upvotes: 5

Views: 5278

Answers (1)

cerkiewny
cerkiewny

Reputation: 2851

If you want to compare two series you can count correlation coefficients from them, I think this is what you need.

Upvotes: 1

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