Could anyone help me how to find the correlation between the time series data

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could anyone help me how to find the correlation between time series data generated using the following command
ts3 = timeseries((1:10)',[10 20 30 40 50 60 70 80 90 100]);

回答(1 个)

Ayush
Ayush 2024-7-2
Hi,
You can make use of the "corr" function to get a linear correlation coefficient between the data. You can extract the time and data from your time-series object and pass them through the "corr". Refer to the below example code for a better understanding:
% Create the timeseries object
ts3 = timeseries((1:10)', [10 20 30 40 50 60 70 80 90 100]);
% Extract the time and data values
time_values = ts3.Time;
data_values = ts3.Data;
% Compute the correlation
correlation_coefficient = corr(time_values, data_values);
% Display the result
disp(['Correlation coefficient: ', num2str(correlation_coefficient)]);
For more information on the "corr" function, refer to the below documentation:

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