IDEAS home Printed from https://ideas.repec.org/a/plo/pone00/0126158.html
   My bibliography  Save this article

A New Methodology of Spatial Cross-Correlation Analysis

Author

Listed:
  • Yanguang Chen

Abstract

Spatial correlation modeling comprises both spatial autocorrelation and spatial cross-correlation processes. The spatial autocorrelation theory has been well-developed. It is necessary to advance the method of spatial cross-correlation analysis to supplement the autocorrelation analysis. This paper presents a set of models and analytical procedures for spatial cross-correlation analysis. By analogy with Moran’s index newly expressed in a spatial quadratic form, a theoretical framework is derived for geographical cross-correlation modeling. First, two sets of spatial cross-correlation coefficients are defined, including a global spatial cross-correlation coefficient and local spatial cross-correlation coefficients. Second, a pair of scatterplots of spatial cross-correlation is proposed, and the plots can be used to visually reveal the causality behind spatial systems. Based on the global cross-correlation coefficient, Pearson’s correlation coefficient can be decomposed into two parts: direct correlation (partial correlation) and indirect correlation (spatial cross-correlation). As an example, the methodology is applied to the relationships between China’s urbanization and economic development to illustrate how to model spatial cross-correlation phenomena. This study is an introduction to developing the theory of spatial cross-correlation, and future geographical spatial analysis might benefit from these models and indexes.

Suggested Citation

  • Yanguang Chen, 2015. "A New Methodology of Spatial Cross-Correlation Analysis," PLOS ONE, Public Library of Science, vol. 10(5), pages 1-20, May.
    • Handle: RePEc:plo:pone00:0126158
    DOI: 10.1371/journal.pone.0126158
    as

    Download full text from publisher

    File URL: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0126158
    Download Restriction: no
    File URL: https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0126158&type=printable
    Download Restriction: no
    File URL: https://libkey.io/10.1371/journal.pone.0126158?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Jan Beck & Andrea Sieber, 2010. "Is the Spatial Distribution of Mankind's Most Basic Economic Traits Determined by Climate and Soil Alone?," PLOS ONE, Public Library of Science, vol. 5(5), pages 1-10, May.
    2. Zhi-Qiang Jiang & Wei-Xing Zhou, 2011. "Multifractal detrending moving average cross-correlation analysis," Papers 1103.2577, arXiv.org, revised Mar 2011.
    3. Jin-Feng Wang & Ben Y Reis & Mao-Gui Hu & George Christakos & Wei-Zhong Yang & Qiao Sun & Zhong-Jie Li & Xiao-Zhou Li & Sheng-Jie Lai & Hong-Yan Chen & Dao-Chen Wang, 2011. "Area Disease Estimation Based on Sentinel Hospital Records," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-8, August.
    4. B. Podobnik & I. Grosse & D. Horvatić & S. Ilic & P. Ch. Ivanov & H. E. Stanley, 2009. "Quantifying cross-correlations using local and global detrending approaches," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(2), pages 243-250, September.
    5. Zhao, Xiaojun & Shang, Pengjian & Lin, Aijing & Chen, Gang, 2011. "Multifractal Fourier detrended cross-correlation analysis of traffic signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3670-3678.
    6. Wei-Xing Zhou, 2008. "Multifractal detrended cross-correlation analysis for two nonstationary signals," Papers 0803.2773, arXiv.org.
    7. Yanguang Chen, 2012. "On the four types of weight functions for spatial contiguity matrix," Letters in Spatial and Resource Sciences, Springer, vol. 5(2), pages 65-72, July.
    8. Vasiliki Plerou & Parameswaran Gopikrishnan & Bernd Rosenow & Luis A. Nunes Amaral & H. Eugene Stanley, 1999. "Universal and non-universal properties of cross-correlations in financial time series," Papers cond-mat/9902283, arXiv.org.
    9. Chen, Yanguang, 2013. "Fractal analytical approach of urban form based on spatial correlation function," Chaos, Solitons & Fractals, Elsevier, vol. 49(C), pages 47-60.
    10. S. Shadkhoo & G. R. Jafari, 2009. "Multifractal detrended cross-correlation analysis of temporal and spatial seismic data," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 72(4), pages 679-683, December.
    11. Chandan Kumar & Prashant Kumar Singh & Rajesh Kumar Rai, 2012. "Under-Five Mortality in High Focus States in India: A District Level Geospatial Analysis," PLOS ONE, Public Library of Science, vol. 7(5), pages 1-15, May.
    12. Sergio Arianos & Anna Carbone, 2008. "Cross-correlation of long-range correlated series," Papers 0804.2064, arXiv.org, revised Mar 2009.
    13. Chen, Yanguang, 2009. "Urban gravity model based on cross-correlation function and Fourier analyses of spatio-temporal process," Chaos, Solitons & Fractals, Elsevier, vol. 41(2), pages 603-614.
    14. Vincent Deblauwe & Pol Kennel & Pierre Couteron, 2012. "Testing Pairwise Association between Spatially Autocorrelated Variables: A New Approach Using Surrogate Lattice Data," PLOS ONE, Public Library of Science, vol. 7(11), pages 1-9, November.
    15. Brady J Mattsson & Elise F Zipkin & Beth Gardner & Peter J Blank & John R Sauer & J Andrew Royle, 2013. "Explaining Local-Scale Species Distributions: Relative Contributions of Spatial Autocorrelation and Landscape Heterogeneity for an Avian Assemblage," PLOS ONE, Public Library of Science, vol. 8(2), pages 1-12, February.
    16. William Kleiber & Marc G. Genton, 2013. "Spatially varying cross-correlation coefficients in the presence of nugget effects," Biometrika, Biometrika Trust, vol. 100(1), pages 213-220.
    17. Yanguang Chen, 2011. "Modeling Fractal Structure of City-Size Distributions Using Correlation Functions," PLOS ONE, Public Library of Science, vol. 6(9), pages 1-9, September.
    18. Daniel A. Griffith, 2003. "Spatial Autocorrelation and Spatial Filtering," Advances in Spatial Science, Springer, number 978-3-540-24806-4, Fall.
    19. Alexander Braun & Karl Auerswald & Juergen Geist, 2012. "Drivers and Spatio-Temporal Extent of Hyporheic Patch Variation: Implications for Sampling," PLOS ONE, Public Library of Science, vol. 7(7), pages 1-10, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Yanguang Chen, 2020. "New framework of Getis-Ord’s indexes associating spatial autocorrelation with interaction," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-25, July.
    2. Orçun Moralı & Neslihan Yılmaz, 2022. "An Analysis of Spatial Dependence in Real Estate Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 64(1), pages 93-115, January.
    3. Gabriel S. Lee & Stefanie Braun, 2021. "Agglomeration Spillover Effects in German Land and House Prices at the City and County Levels," Working Papers 207, Bavarian Graduate Program in Economics (BGPE).
    4. Oksana Yaskal & Ihor Yaskal & Mariana Kolosinska & Svitlana Boyda, 2021. "The Informal Employment – Factors and Public Policies for Its Limitation," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 56-73.
    5. Wenhao Yu, 2017. "Regional co-location pattern scoping on a street network considering distance decay effects of spatial interaction," PLOS ONE, Public Library of Science, vol. 12(8), pages 1-27, August.
    6. Paolo Maranzano & Matteo Maria Pelagatti, 2022. "Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence," Papers 2210.17529, arXiv.org.
    7. Yanguang Chen, 2016. "Spatial Autocorrelation Approaches to Testing Residuals from Least Squares Regression," PLOS ONE, Public Library of Science, vol. 11(1), pages 1-19, January.
    8. Amir Hassan Zadeh & Hamed M. Zolbanin & Ramesh Sharda & Dursun Delen, 2019. "Social Media for Nowcasting Flu Activity: Spatio-Temporal Big Data Analysis," Information Systems Frontiers, Springer, vol. 21(4), pages 743-760, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yanguang Chen, 2020. "New framework of Getis-Ord’s indexes associating spatial autocorrelation with interaction," PLOS ONE, Public Library of Science, vol. 15(7), pages 1-25, July.
    2. Dutta, Srimonti & Ghosh, Dipak & Samanta, Shukla, 2014. "Multifractal detrended cross-correlation analysis of gold price and SENSEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 195-204.
    3. Fan, Qingju & Li, Dan, 2015. "Multifractal cross-correlation analysis in electricity spot market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 17-27.
    4. Kristoufek, Ladislav, 2015. "Finite sample properties of power-law cross-correlations estimators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
    5. Ladislav Kristoufek, 2014. "Spectrum-based estimators of the bivariate Hurst exponent," Papers 1408.6637, arXiv.org, revised Nov 2014.
    6. Dutta, Srimonti & Ghosh, Dipak & Chatterjee, Sucharita, 2016. "Multifractal detrended Cross Correlation Analysis of Foreign Exchange and SENSEX fluctuation in Indian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 188-201.
    7. Yuan, Naiming & Fu, Zuntao, 2014. "Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 71-79.
    8. Dong, Keqiang & Zhang, Hong & Gao, You, 2017. "Dynamical mechanism in aero-engine gas path system using minimum spanning tree and detrended cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 363-369.
    9. Liu, Li & Wang, Yudong, 2014. "Cross-correlations between spot and futures markets of nonferrous metals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 20-30.
    10. Shi, Wenbin & Shang, Pengjian & Wang, Jing & Lin, Aijing, 2014. "Multiscale multifractal detrended cross-correlation analysis of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 403(C), pages 35-44.
    11. Li, Wei & Lu, Xinsheng & Ren, Yongping & Zhou, Ying, 2018. "Dynamic relationship between RMB exchange rate index and stock market liquidity: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 726-739.
    12. Guo, Yaoqi & Yu, Zhuling & Yu, Chenxi & Cheng, Hui & Chen, Weixun & Zhang, Hongwei, 2021. "Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA," Research in International Business and Finance, Elsevier, vol. 58(C).
    13. Zhao, Xiaojun & Shang, Pengjian & Lin, Aijing & Chen, Gang, 2011. "Multifractal Fourier detrended cross-correlation analysis of traffic signals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(21), pages 3670-3678.
    14. Ladislav Kristoufek, 2016. "Power-law cross-correlations estimation under heavy tails," Papers 1602.05385, arXiv.org, revised Apr 2016.
    15. İşcanoğlu-Çekiç, Ayşegül & Gülteki̇n, Havva, 2019. "Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 978-990.
    16. Ruan, Qingsong & Bao, Junjie & Zhang, Manqian & Fan, Limin, 2019. "The effects of exchange rate regime reform on RMB markets: A new perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 122-134.
    17. Wang, Dong-Hua & Yu, Xiao-Wen & Suo, Yuan-Yuan, 2012. "Statistical properties of the yuan exchange rate index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3503-3512.
    18. Zhuang, Xiaoyang & Wei, Yu & Ma, Feng, 2015. "Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 430(C), pages 101-113.
    19. El Alaoui, Marwane & Benbachir, Saâd, 2013. "Multifractal detrended cross-correlation analysis in the MENA area," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 5985-5993.
    20. Zhai, Lu-Sheng & Liu, Ruo-Yu, 2019. "Local detrended cross-correlation analysis for non-stationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 222-233.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:plo:pone00:0126158. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: plosone (email available below). General contact details of provider: https://journals.plos.org/plosone/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.