Why does Matlab's xcorr function give a different solution than Excel's correl function for some data sets?
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For this simple two column data set, with 89 rows, I observed a different solution for the zero lag correlation coefficient in microsoft excel than I found for the zero lag solution value in Matlab using xcorr. The Excel value is 0.709183, whereas the Matlab value is only 0.5889
I used this code in matlab to develop the lag correlation set: [cross,lags] = xcorr(column1,column2,45,'coeff'); stem(lags,cross) The zero lag value for the matlab solution is at lag 46 I believe.
Which solution is correct and why?
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Stephan
2016-10-20
0 个投票
you need to use the matlab function corrcoef() to get the same result. I tried and they are the same. Good luck.
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