Table 5 Cross-correlation exponents considering the sales in units and nominal exchange rate (NER).
From: Multi-fractal detrended cross-correlation heatmaps for time series analysis
Method/time-series | Region I | Region II | Region III |
|---|---|---|---|
DFA\(_1\)/NER | 0.674 ± 0.003 | 0.444 ± 0.004 | 0.71 ± 0.02 |
DFA\(_1\)/sales | 0.300 ± 0.007 | 0.154 ± 0.005 | 0.49 ± 0.02 |
DFA\(_0\)/NER | 0.59 ± 0.01 | 0.473 ± 0.005 | 0.28 ± 0.03 |
DFA\(_0\)/sales | 0.183 ± 0.009 | 0.308 ± 0.006 | 0.484 ± 0.004 |
DCCA\(_1\) | 0.49 ± 0.01 | 0.358 ± 0.002 | 0.73 ± 0.03 |
DCCA\(_0\) | 0.44 ± 0.01 | 0.425 ± 0.004 | 0.36 ± 0.01 |
