COR: MATLAB function to compute the correlation coefficients
AbstractCOR(X,Y) returns the correlation coefficient of vectors X and Y. C = COR(X,Y,H) returns a vector C of correlation coefficients of vectors X(t+h) and Y(t) for h in [H(1),H(2)], with H(1) Y), negative lags represent the influence of Y on X (Y->X).
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Bibliographic InfoSoftware component provided by Hugo Steinhaus Center, Wroclaw University of Technology in its series HSC Software with number M08001.
Programming language: MATLAB
Requires: MATLAB (tested on MATLAB ver. 7.9).
Date of creation: 27 Jun 2008
Date of revision:
Correlation coefficient; Dependence; Small sample algorithm; Large sample algorithm; p-value.; reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
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