"Iris Ehlert" wrote in message <email@example.com>... > 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.