# Re: Cross-Correlation with NCL (function esccr)

From: Dennis Shea <shea_at_nyahnyahspammersnyahnyah>
Date: Mon Nov 28 2011 - 08:04:55 MST

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On 11/28/11 7:29 AM, daniel.buettner wrote:
> Hello everyone,
>
> I would like to know about the exact direction of the lag when doing a
> cross-correlation between variables x and y. More precisely, I want to
> know what the following (taken from the discription of the esccr
> function) really means:
>
>
> Assume, just for simplicity, both x and y have values for 5 timesteps
> (t0,t1,t2,t3,t4). For lag=0 this would mean a correlation between
>
> x(t0),x(t1),x(t2),x(t3),x(t4)
> y(t0),y(t1),y(t2),y(t3),y(t4)
>
>
> If we have mxlag=1, to which direction is y shifted when applying
>
> Is it in the way that the following values are correlated?
>
> x(t0),x(t1),x(t2),x(t3)
> y(t1),y(t2),y(t3),y(t4)
>
> Or the other way round:
>
> x(t1),x(t2),x(t3),x(t4)
> y(t0),y(t1),y(t2),y(t3)
>
>
> I would suggest it's done in the former sense because this is how I
> would interpret the term "leading". But I would be happy if someone can
> make this perfectly clear to me.
>
>
> Thanks for any help!
>
>
> Cheers,
> Daniel
>
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Received on Mon Nov 28 08:05:02 2011

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