Correlation matrix for timeseries objects
2 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hi, I have 10 timseseries objects with equal time vectors. I want to get a correlation matrix for these timeseries. corrcoef does not take in multiple matrices as arguments. Is there a way of finding the correlation matrix?
0 Kommentare
Akzeptierte Antwort
the cyclist
am 21 Dez. 2011
I'm not sure what your inputs look like. If they are vectors, you can concatenate them into one matrix that you can use as an input into corrcoef. Here's an example where I concatenate three random vectors:
r = corrcoef([rand(10,1),rand(10,1),rand(10,1)])
Weitere Antworten (0)
Siehe auch
Kategorien
Mehr zu Time Series finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!