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I have 3 time series of returns and I want to predict one with the other. When I scatterplot them 1vs1 I can see they have a "cross"shape" as follow:

1 vs 2 2 vs 3

This happens at all time (if I scatterplot only the first data or the middle data or the end data). It seems there are 2 regression lines overlapping.

Would you have ideas for how to predict y axis with x axis ? Thanks

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  • What are time series of returns? What is the context of this question? Please edit – user4293 Jun 16 at 14:00
  • 2
    This looks like more of a statistics question than an open data question. – csk Jun 16 at 19:21
  • I'm voting to close this question as off-topic because it should be migrated to datascience.SE. – knb Jun 20 at 11:27

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