COR: MATLAB function to compute the correlation coefficients
COR(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).
|Requires:||MATLAB (tested on MATLAB ver. 7.9).|
|Date of creation:||27 Jun 2008|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://prac.im.pwr.wroc.pl/~hugo
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:wuu:hscode:m08001. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Rafal Weron)
If references are entirely missing, you can add them using this form.