why are values returned by xcorr not within [-1,1]?
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I am using [r, lags] = xcorr(y1,y2) where y1 and y2 are two time series data.
I would like to know the meaning of the values returned by r and why they are the correlation values I know that should be in [-1,1].
Your insights would be great.
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Adam
il 12 Dic 2016
Modificato: Adam
il 12 Dic 2016
Use the 'scaleopt' option as documented in the help if you want normalised results. Otherwise the results will depend on the magnitude of your data.
e.g.
a = 1:10;
b = 1:10;
xcorr( a, b )
will return values ranging from 10 to 385.
xcorr( a, b, 'coeff' )
will return values between 0 and 1;
2 Commenti
Rafael Miranda
il 24 Set 2019
thanks for your contribution!
Could you explain what this 'coeff' means?
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