I am having trouble understanding why I am getting different outputs when using coeff and a normalized xcorr, specifically at 0 lags.
Shouldn't 0 lags produce the same r value when using an xcorr compared to coeff since the time series is matched up in both cases?
Note - I am using "coeff" because the two sets of data are equal in length, but the ampltitudes are much different.
Below illustrates the example:
I have two sets of data (A and B) that are 1000 datapoints each.
I use corrcoef(A,B) and then I use xcorr(A,B,500,'coeff").
corrcoef outputs a single value that is rather low such as r = 0.15.
xcorr outputs r values at lags -500 to 500, and they are all higher than r = 0.15.
However my question is, shouldn't r at 0 lag be = 0.15 since the data is already lined up in time?