比如我有一个表,trading_date,undelying,value。我想滚动计算,每个underlying,和其他underlying之间 过去20日的相关性的均值。应该怎么实现呢
defg getR2(x,y){ return ols(x,y,,2).RegressionStat[0,1] }x=matrix([1..100,10..109,100..199])y=matrix([100..199,20..119,0..99])window=20each(def(m,n) -> moving(getR2, [m,n], 20), x, y)