Crosscor

Purpose

Calculates the crosscorrelation function of two time series.

Synopsis

crcor = crosscor(x,y,n,period,flag,plots)

Description

crcor = crosscor(x,y,n) returns the crosscorrelation function crcor of two time series x and y for a maximum time shift of n sample periods. crcor = crosscor(x,y,n,period) uses the sampling period period to scale the x-axis on the output plot. crcor = crosscor(x,y,n,period,flag) with flag set to 1 changes the routine from cross correlation to cross covariance. Optional input plots suppresses plotting when set to 0.

See Also

autocor, corrmap, wrtpulse