Time delay between two time series?? using xcorr

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Chris Martin 2014-10-15

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https://ww2.mathworks.cn/matlabcentral/answers/158675-time-delay-between-two-time-series-using-xcorr

评论： Ryan Rolick 2017-1-11

I estimated cross correlation between two monthly time series like: [xc,lag]=xcorr(y1,y2) [mx,mind]=max(abs(xc)); delay =lag(mind); I got the value as 1 what does it meaning i want the lag in time unit how to get..please help

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Ryan Rolick 2017-1-11

I believe this would be based on what your measurement frequency is. For instance, if it was measured every 15 minutes, then a lag of 1 would be a lag of 15 minutes.

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