War Economy Analysis after Mortgage Crisis on Stock and Gold with Semi-Stock and Gold with Semi--Covariance Covariance Covariance

The statistics for a window of an engineering observation is called running window quantity. Running intra-covariance is a special case of running inter-covariance, when two variables are the same. The inter-covariance minus the geometric average of respected intra-covariances is called the pure inter-covariance. It gives you a cleaner association analysis compared with the running Pearson analysis. The normalization of covariance to standard deviation is called the Pearson correlation coefficient. The covariance for the region above or below the average is called semi-covariance (upper or down). Here we present a pure inter running semi-covariance, an accurate ReLU (Rectified Linear Unit) way of measuring the inter-non-linear correlation between variables excluding the intra-non-linear components. Our framework is applied to successfully analyze the association between war factors and the gold response. The result of our analyses of the 12 years after the 2007 Mortgage crisis on the war equipment companies' stock versus the gold suggests that stocks from different regions have a slightly different impact on the gold value that reflects the overall peaceful economic prosperities.