جستجوی «خرید طلا» has moved at the same time as بازده روزانه طلا — same direction (r = 0.43)
Does search for “buy gold” move with gold returns? — Daily brief. found
- Correlation at best lag
- r = 0.43
- Optimal lag
- 0 روز معاملاتی (Simultaneous)
- Simultaneous (Pearson / Spearman)
- 0.43 / 0.38
- Observations
- n = 74 · 1 Aug – 29 Oct
- p · padj (217 Tests: all pairs × lags)
- 0.0001 · 0.0265
- Out-of-sample (final 40%)
- Lag 0 · r = 0.32 · Direction accuracy 47٪ (n=30) · Indistinguishable from a coin flip (p = 0.708)
Two series overlaid at the best lag
Correlation at each lag
Positive lag means the first series leads; negative means the second leads. The dashed line is an approximate 5% significance threshold for this n.
Rolling correlation
12-week (or 30-day) window. A relationship that only appears in a short span is not a relationship.
What does this mean?
همبستگی متوسط (r = 0.43) همزمان — وقتی اولی بالای روال خودش بوده، دومی بیشتر وقت‌ها بالا رفته. روی ۴۰٪ انتهایی داده که در انتخاب تأخیر نقشی نداشت، جهتِ تغییر سری دوم در 47٪ موارد (n=30) با انحراف سری اول هم‌خوان بود — از سکه قابل تشخیص نیست. این رابطه پس از تصحیح برای همه جفت‌ها و همه تأخیرهای آزموده‌شده معنادار می‌ماند. همبستگی، علت نیست.
Correlation is co-movement, not cause; p is Bonferroni-corrected for 217 tests (all pairs × all searched lags); optimal lag is chosen on the first 60% and judged on the final 40%, with direction accuracy tested binomial vs. a coin flip. For level targets (premium, volatility), direction of change is scored. Search series are relative and rescaled on every fetch. Methodology