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 cross-correlation 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.