Time delay between two time series?? using xcorr
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I estimated cross correlation between two monthly time series like: [xc,lag]=xcorr(y1,y2) [mx,mind]=max(abs(xc)); delay =lag(mind); I got the value as 1 what does it meaning i want the lag in time unit how to get..please help
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Ryan Rolick
on 11 Jan 2017
I believe this would be based on what your measurement frequency is. For instance, if it was measured every 15 minutes, then a lag of 1 would be a lag of 15 minutes.
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