Crosscor
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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.