auto/cross correlations

[s_paladuguParticipant]

Hi, is it possible to calculate auto/cross correlations of time series data in datagraph?

something like, “xcorr” in python?

Thanks in advance.

[dgteamModerator]

Sorry for a bit of delay in responding!  DataGraph does not have this as a built-in function.  We created a file the performs the calculations.

Download the file:

https://community.visualdatatools.com/examples/Cross-CovarianceXY.dgraph.zip

In the file, select the two columns you want to analyze and the output will be updated in the graph.

We used these two examples to check the calculations.

Example 1: Testcase

Here is the output from DataGraph:

Example 2: N/S Currents

DataGraph Output:

Very interested in feedback on this file.  One advantage is that the data is plotted along with the lag, but interested in what you think!

 

[s_paladuguParticipant]

Wow. Thank you.

[dgteamModerator]

We also posted an autocorrelation example on the File > On-line Examples.

 

This file is set up the similar to the cross-correlation but I think it is a little easier to see how it works.  In fact, we made this file first as a test case.

 

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