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# Tag Info

## Hot answers tagged cross-correlation

13 votes

### What does it mean for a time series to be autocorrelated?

Take the time series without the first observation, $X_2, \dots, X_T$, and the time series without the last observation, $X_1, \dots, X_{T-1}$. You have two vectors of length $T-1$. Calculate their ...
• 128k
11 votes
Accepted

### Interpreting output from cross correlation function in R

To answer your question, here is an example: ...
• 2,350
11 votes

• 4,091
3 votes

### Cross-correlation of two non-stationary time series?

why don't you post your data and I will try and help you. Box and Jenkins suggested pre-filtering where the differencing operator identified as part of the ARIMA process was used as part of the filter ...
• 29.8k
3 votes

### Correlation of non-stationary time series

Find correlation between two time series. Theory and practice (R) is a good place to start your education. Note the discussion that points to the flaw of interpreting ( not computing ! ) correlation ...
• 29.8k
3 votes

### What is the difference between cross correlation and persons r correlation for two different signal?

Loosely speaking, cross-correlation is a generalization of the Pearson's correlation. Specifically, when comparing two time series, cross-correlation seeks to obtain a relationship between lags of ...
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