Running correlations between two matrices

I have two 982x10,000 matrices (matrix A and B). I would like to calculate 60 year running correlations between corresponding columns (e.g. A(1) and B(1), A(2) and B(2), etc.). I can easily do this one at a time using the following code however, I can't find an effective way to apply the running correlation to each successive column.

for i=1:982
    z(i,1)=corr(A(i:i+59,1),B(i:i+59,1))
end

I have tried the code below but this produces error messages. What is a good way to do this?

for i=1:982 
z(i,:)=corr(A(i:i+59,:),B(i:i+59,:));
end 

Answer 1

[Kevin Phung]

Have you tried adding another forloop for the columns?

for i=1:982
    for j = 1:10000
    z(i,1)=corr(A(i:i+59,j),B(i:i+59,j))
end

I dont know what corr() returns, so you might have to adjust your z() output.

Also, your row indices are going to go out of bound. for example, at max i = 982,

you will be looking at rows 982:982+59 for your A and b matrices (which do not exist)

Answer 2

[Allie]

This worked. Thank you