Correlation matrix for timeseries objects
显示 更早的评论
Hi, I have 10 timseseries objects with equal time vectors. I want to get a correlation matrix for these timeseries. corrcoef does not take in multiple matrices as arguments. Is there a way of finding the correlation matrix?
采纳的回答
the cyclist
2011-12-21
I'm not sure what your inputs look like. If they are vectors, you can concatenate them into one matrix that you can use as an input into corrcoef. Here's an example where I concatenate three random vectors:
r = corrcoef([rand(10,1),rand(10,1),rand(10,1)])
更多回答（0 个）
类别
在 帮助中心 和 File Exchange 中查找有关 Time Series 的更多信息
2011-12-20
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
