Cross correlation negative lag time

Hi everybody, I am cross correlating two signals and plotting the lag times as delays in a histogram to see what the predominant delay is. I am getting a very prominant delag at lag time 0 to -1 hrs and am just wondering what this means in terms of which station is the causative one. By this I mean, which signal is seen first and whis is a result? Thank you for any help

Answer 1

[Wayne King]

If you look at the help for xcorr(), you'll see how the inputs are lagged with respect to each other. If the A input is delayed by 4 samples with respect to B and you use:

 [xc,lags] = xcorr(A,B,...)

You'll get the maximum at the positive lag 4.

However, if you enter

[xc,lags] = xcorr(B,A,...)

you'll get the maximum at negative lag 4.

For example:

    B = randn(40,1);
    % A is a delayed version of B, delayed by 4 samples
    A = [zeros(4,1) ; B];
    [xc,lags] = xcorr(A,B,20);
    stem(lags,xc)  % delay is positive
    % now reverse order of inputs
    [xc,lags] = xcorr(B,A,20);
    figure;
    stem(lags,xc) %delay is negative

In both cases, the delay is correctly indicated as 4.

[Sarah]

Thank you for that it clears things up quite a bit. So whatever parameter is first is the driving parameter, and is seen first if the two signals are plotted on top of one another?

[Wayne King]

If you want a signal which is delayed in time relative to another to appear as a positive lag in the cross correlation, then enter that input first.

If you have a model where a signal Y is a delayed version of X, so that

Y(n) = X(n-\tau)

for some positive lag \tau, then if that is what you mean by X is driving Y, then entering

[xc,lags] = xcorr(Y,X);

gives you the maximum at lag \tau (the positive lag \tau)

Answer 2

[SANDEEP LINGUTLA]

in matlab officetemp file when we do auto correation there is lag of days in negative as days are not negative why the days are negtive in graph shown