Table 5 Dates and couples used to forecast precious metals
From: Modeling and forecasting time series of precious metals: a new approach to multifractal data
# | From | To | Correlation | ||
|---|---|---|---|---|---|
Gold | Platinum | GP1 | 25.02.2011 | 11.01.2012 | 0.7905 |
Gold | Platinum | GP2 | 19.12.2011 | 18.04.2012 | 0.6588 |
Gold | Silver | GS1 | 25.02.2011 | 06.01.2012 | 0.8538 |
Gold | Silver | GS2 | 06.03.2010 | 18.05.2012 | 0.8056 |
Silver | Platinum | SP1 | 19.04.2010 | 21.07.2012 | 0.7189 |
Silver | Platinum | SP2 | 26.02.2011 | 11.01.2012 | 0.8669 |