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NARVAL >> NL_F: Function > NL_F_XCorrelationPlot

NL_F_XCorrelationPlot

Display the Cross-Correlation function of two time series.

Calling Sequence

[C] = NL_F_XCorrelationPlot(X,Y,L,W)

Arguments

X :

Time series.

Y :

Time series.

L :

Lag.

W :

Window index.

C :

Cross-correlation.

Description

NL_F_XCorrelationPlot displays the Cross-Correlation function C of the time series X and Y in respect with the lag L in the window of index W.

Examples

t=[0:0.1:30];
u=10*sin(t)+20*sin(2*t)+5*sin(3*t);
u=u+3*t+50+0.7*(rand(1,length(t))-0.5);
v=exp(-0.1*t);
w=1;
l=300;
c=NL_F_XCorrelationPlot(u,v,l,w);//application of NL_F_XCorrelationPlot

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