Correlation matrix for timeseries objects
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi, I have 10 timseseries objects with equal time vectors. I want to get a correlation matrix for these timeseries. corrcoef does not take in multiple matrices as arguments. Is there a way of finding the correlation matrix?
0 commentaires
Réponse acceptée
the cyclist
le 21 Déc 2011
I'm not sure what your inputs look like. If they are vectors, you can concatenate them into one matrix that you can use as an input into corrcoef. Here's an example where I concatenate three random vectors:
r = corrcoef([rand(10,1),rand(10,1),rand(10,1)])
Plus de réponses (0)
Voir également
Catégories
En savoir plus sur Time Series dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!