cross correlation

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    Time series analysis - different results for same cross correlation in SPSS?!

    Hey everyone, i have a question about the results I get when I do a cross correlation of two white noise time series with SPSS 21.0. Why do I get two different results depending on how much variables I insert in the window for the cross correlation? For example: If I insert the variables...
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    A question regarding correlation

    I have a short question regarding the data analysis. I have 2 data sets. The first one is a signal which is yes / no / maybe and a second one is a data set which is response tot his signal in percentage. The percentage increases after each yes and maybe (Like a rain fact and plant disease...
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    Finding a patch in a series.

    Hello! I wonder if anybody can help me. I am working on a personal project and I want to find the best match for a patch in a larger series. I thought cross correlation would be a simple way to go about this. But the problem is better shown below. Imagine my time series is: 1 2 3 4...
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    Time series analysis of causes of congestion

    Hello, I have tried to find a post on the forum which covers this topic so apologies if this question has already been answered. I am wanting to do a time series analysis on the relationship of 2 sets of data. The first set of data consists of 10 different road performance variables...
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    [MATLAB] - Correlation between time series (in MATLAB)

    hello everyone, I have two vectors and I want to test their correlation at multiple leads/lags. One of the vectors is continuous, the other patched with NaN values/ gaps. I use MATLAB and the correlation functions in there (xcorr and corrcoeff) mess up with NaNs. If I cut out all the years...