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Topic: xcorr and corr giving drastically different results
Replies: 5   Last Post: Aug 21, 2013 11:21 AM

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James

Posts: 9
Registered: 8/13/09
xcorr and corr giving drastically different results
Posted: Mar 12, 2012 10:16 PM
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I am trying to computer to linear correlation between two timeseries.
xcorr(X,Y,0,'coeff) = 0.9056; corr(X,Y) = -0.41
I don't understand how we could have such different results?! When you look at the two time-series they are clearly anti-correlated. Can somebody explain why we get such results using xcorr?
Figure: http://dl.dropbox.com/u/6156036/corr_plot.jpg



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