Ask Your Question
2

Can time series be correlated using the cross-correlation method?

asked 2021-11-24 11:00:00 +0000

bukephalos gravatar image

edit retag flag offensive close merge delete

1 Answer

Sort by ยป oldest newest most voted
2

answered 2021-04-28 05:00:00 +0000

lalupa gravatar image

Yes, time series can be correlated using the cross-correlation method. The cross-correlation function measures the similarity between two time series at different time lags. It shows how much one series is related to another series, and can be used to identify the lag at which the two series are most highly correlated, as well as the strength and direction of the correlation. Cross-correlation is commonly used in signal processing, econometrics, and other fields to analyze time series data.

edit flag offensive delete link more

Your Answer

Please start posting anonymously - your entry will be published after you log in or create a new account. This space is reserved only for answers. If you would like to engage in a discussion, please instead post a comment under the question or an answer that you would like to discuss

Add Answer


Question Tools

Stats

Asked: 2021-11-24 11:00:00 +0000

Seen: 13 times

Last updated: Apr 28 '21