The Math Forum

Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Math Forum » Discussions » Software » comp.soft-sys.matlab

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: difference between xcorr and crosscorr?
Replies: 9   Last Post: Aug 9, 2017 9:57 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
Ye Gao

Posts: 3
From: Los Angeles
Registered: 1/10/12
Re: difference between xcorr and crosscorr?
Posted: Nov 27, 2012 10:45 PM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply

"Iris Ehlert" wrote in message <jgjbe9$biq$>...
> Dear members of mathworks,
> I did a cross correlation for two time series both with xcorr.m and crosscorr.m. The results are completely different, which definitely shouldn't be the case, since the documentation for both functions describe the same.
> So I would really, really appreciate it, if you could tell me why this happens.
> I used the same lags, same series - so it is really the function itself causing the different results.
> Cheers,
> ie.

Other than the superficial difference that "crosscorr" is in the econometric toolbox and "xcorr" is in the signal processing toolbox, I find that there are two important distinctions between "crosscorr" and "xcor".
1. Means are removed from input series for "crosscorr", but not for "xor".
2. For "crosscorr", the 1st input leads the 2nd input, while for "xcross" the 1st input lags the 2nd input.

Ye Gao

Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© The Math Forum at NCTM 1994-2018. All Rights Reserved.