MATLAB and Simulink resources for Arduino, LEGO, and Raspberry Pi
Learn moreOpportunities for recent engineering grads.
Apply TodayMATLAB Central > MATLAB Newsreader > Need to assess temporal correlation of multivariat... 

Subject: Need to assess temporal correlation of multivariate time series From: Kirk Date: 28 Jan, 2010 16:57:04 Message: 1 of 8 
I have a data set of 4 climate variables (columns) recorded as monthly observations (rows). The variables are correlated within observations (across any given row), but I need to test the independence of those observations are over time (down any given column). In other words, I can show that tmax, tmin, solar radiation and precipitation are all correlated in any given month (row). However, does the fact that July had a higher than average tmax, make it more likely that August will also have a higher than average tmax. 
Subject: Need to assess temporal correlation of multivariate time series From: Frank Date: 28 Jan, 2010 19:33:22 Message: 2 of 8 
Sounds like you want autocorrelation. See if the function xcorr gives 
Subject: Need to assess temporal correlation of multivariate time series From: Wayne King Date: 29 Jan, 2010 00:41:22 Message: 3 of 8 
"Kirk" <kwythers.nospam@umn.edu> wrote in message <hjsfl0$8n3$1@fred.mathworks.com>... 
Subject: Need to assess temporal correlation of multivariate time series From: Kirk Date: 29 Jan, 2010 17:15:08 Message: 4 of 8 
"Wayne King" <wmkingty@gmail.com> wrote in message <hjtari$t03$1@fred.mathworks.com>... 
Subject: Need to assess temporal correlation of multivariate time series From: Wayne King Date: 29 Jan, 2010 17:48:08 Message: 5 of 8 
"Kirk" <kwythers.nospam@umn.edu> wrote in message <hjv52s$169$1@fred.mathworks.com>... 
Subject: Need to assess temporal correlation of multivariate time series From: Kirk Date: 29 Jan, 2010 20:06:05 Message: 6 of 8 
"Wayne King" <wmkingty@gmail.com> wrote in message <hjv70o$6d2$1@fred.mathworks.com>... 
Subject: Need to assess temporal correlation of multivariate time series From: Wayne King Date: 29 Jan, 2010 23:31:05 Message: 7 of 8 
"Kirk" <kwythers.nospam@umn.edu> wrote in message <hjvf3d$nkk$1@fred.mathworks.com>... 
Subject: Need to assess temporal correlation of multivariate time series From: Kirk Date: 1 Feb, 2010 14:59:04 Message: 8 of 8 
> > 
No tags are associated with this thread.
A tag is like a keyword or category label associated with each thread. Tags make it easier for you to find threads of interest.
Anyone can tag a thread. Tags are public and visible to everyone.