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why are values returned by xcorr not within [-1,1]?

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cgo
cgo 2016-12-12
评论： Adam 2019-9-24
I am using [r, lags] = xcorr(y1,y2) where y1 and y2 are two time series data.
I would like to know the meaning of the values returned by r and why they are the correlation values I know that should be in [-1,1].
Your insights would be great.

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Adam
Adam 2016-12-12
编辑：Adam 2016-12-12
Use the 'scaleopt' option as documented in the help if you want normalised results. Otherwise the results will depend on the magnitude of your data.
e.g.
a = 1:10;
b = 1:10;
xcorr( a, b )
will return values ranging from 10 to 385.
xcorr( a, b, 'coeff' )
will return values between 0 and 1;

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