%% Plot Pearson's Correlation Coefficients
% Plot correlations between multiple time series.
% Load data on Canadian inflation and interest rates.

load Data_Canada

%
% Plot the Pearson's linear correlation coefficients between all pairs of variables.

corrplot(DataTable)

% The correlation plot shows that the short-term, medium-term, and long-term interest rates are highly correlated.
% To examine the timestamp of a datum, enter gname(dates) into the Command Window, and the software presents an interactive cross hair over the plot. To expose the timestamp of a datum, click it using the cross hair.
% Copyright 2015 The MathWorks, Inc.