level of significance using xcorr

16 Ansichten (letzte 30 Tage)
cgo
cgo am 21 Feb. 2017
Bearbeitet: Alex Backer am 7 Mai 2020
Hello,
The xcorr function in Matlab returns the maximum correlation coefficient of two univariate time series data with their corresponding lag. May I know if there is a test of significance/confidence interval for this function in Matlab?
Thanks

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (1)

Alex Backer
Alex Backer am 7 Mai 2020
Bearbeitet: Alex Backer am 7 Mai 2020
I wrote some code to estimate the p-value empirically:
Alex Backer (2020). xcorrpvalue (https://www.mathworks.com/matlabcentral/fileexchange/75403-xcorrpvalue), MATLAB Central File Exchange. Retrieved May 7, 2020.
Hope it helps.

Kategorien

Mehr zu Correlation and Convolution finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by