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

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jaah navi 2021-7-14

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https://ww2.mathworks.cn/matlabcentral/answers/878173-could-anyone-help-me-how-to-find-the-correlation-between-the-time-series-data

回答： Ayush 2024-7-2

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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]);

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Answer 1

Ayush 2024-7-2

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https://ww2.mathworks.cn/matlabcentral/answers/878173-could-anyone-help-me-how-to-find-the-correlation-between-the-time-series-data#answer_1479646

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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)]);