Correlation matrix for timeseries objects

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Syed Abbas
Syed Abbas 2011-12-20
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?

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the cyclist
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)])

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