Table 6 Cross-correlation exponents considering the sales in units and nominal interest rate (NIR).
From: Multi-fractal detrended cross-correlation heatmaps for time series analysis
Method/time-series | Region I | Region II | Region III |
|---|---|---|---|
DFA\(_1\)/NIR | 0.418 ± 0.003 | 0.27 ± 0.01 | 0.021 ± 0.004 |
DFA\(_1\)/sales | 0.300 ± 0.007 | 0.154 ± 0.005 | 0.49 ± 0.02 |
DFA\(_0\)/NIR | 0.368 ± 0.005 | 0.139 ± 0.006 | 0.21 ± 0.02 |
DFA\(_0\)/sales | 0.183 ± 0.009 | 0.308 ± 0.006 | 0.484 ± 0.004 |
DCCA\(_1\) | 0.303 ± 0.006 | 0.318 ± 0.003 | 0.33 ± 0.01 |
DCCA\(_0\) | 0.302 ± 0.001 | 0.304 ± 0.001 | 0.53 ± 0.01 |
