Apr

20

What would be the correct way of running a multiple correlation to check this theses that a major part of the Rsquared comes from the DXY? Run one with it and one without it and see the R squared. Perhaps not enough. How much of the variation is explained by DXY amongst a bouquet of "relevant" variables.

Perhaps I am trying asking too many questions in a single one. Quants on the list will perhaps not mind tossing me out of the kitchen table with just a few strokes of their insightful knives.

Bill Rafter writes:

What would be the correct way of running a multiple correlation to check this theses that a major part of the Rsquared comes from the DXY? Run one with it and one without it and see the R squared. Perhaps not enough. How much of the variation is explained by DXY amongst a bouquet of "relevant" variables.

Perhaps I am trying asking too many questions in a single one. Quants on the list will perhaps not mind tossing me out of the kitchen table with just a few strokes of their insightful knives.


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