"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.
If you standardize the inputs using ZSCORE or MAPSTD, you should get the same answer. I think that answer is consistent with an autocorrelation with unity amplitude at zero lag if the input functions are equal.