cross correlation between two time series data
I have two different normalised atmospheric time series data. Their temporal variation shows a mixed pattern of correlation and anti correlation at different time periods. Aparently there are some lags in these correlations. But when I carry out cross correlation, the plot shows max correlation at 1500 time lag which is the number of data points (plot xcorr-data.png). The wcoherence shows strong correlation between 0.5-2 days buts arrows dont show any definite pattern. Can anyone suggest me, how I can interprete the result in more meaningful way. Any suggestion about any alternative ways will be great.
Thanking you in advance.I have two different normalised atmospheric time series data. Their temporal variation shows a mixed pattern of correlation and anti correlation at different time periods. Aparently there are some lags in these correlations. But when I carry out cross correlation, the plot shows max correlation at 1500 time lag which is the number of data points (plot xcorr-data.png). The wcoherence shows strong correlation between 0.5-2 days buts arrows dont show any definite pattern. Can anyone suggest me, how I can interprete the result in more meaningful way. Any suggestion about any alternative ways will be great.
Thanking you in advance. I have two different normalised atmospheric time series data. Their temporal variation shows a mixed pattern of correlation and anti correlation at different time periods. Aparently there are some lags in these correlations. But when I carry out cross correlation, the plot shows max correlation at 1500 time lag which is the number of data points (plot xcorr-data.png). The wcoherence shows strong correlation between 0.5-2 days buts arrows dont show any definite pattern. Can anyone suggest me, how I can interprete the result in more meaningful way. Any suggestion about any alternative ways will be great.
Thanking you in advance. xcorr, wcoherence, time series, cross correlation, atmospheric data MATLAB Answers — New Questions