Howtosignalprocessing
- How do you interpret cross-correlation values?
- How do you read a CCF plot?
- What does a negative CCF mean?
- What does negative cross-correlation mean?
How do you interpret cross-correlation values?
Understanding Cross-Correlation
Cross-correlation is generally used when measuring information between two different time series. The possible range for the correlation coefficient of the time series data is from -1.0 to +1.0. The closer the cross-correlation value is to 1, the more closely the sets are identical.
How do you read a CCF plot?
A plot of the X data vs. the Y data at lag 𝑘 may show a positive or negative trend. If the slope is positive, the cross correlation is positive; if there is a negative slope, the cross correlation is negative.
What does a negative CCF mean?
In R, the sample CCF is defined as the set of sample correlations between x t + h and for h = 0, ±1, ±2, ±3, and so on. A negative value for is a correlation between the x-variable at a time before and the y-variable at time . For instance, consider = −2. The CCF value would give the correlation between x t − 2 and .
What does negative cross-correlation mean?
A negative correlation describes the extent to which two variables move in opposite directions. For example, for two variables, X and Y, an increase in X is associated with a decrease in Y. A negative correlation coefficient is also referred to as an inverse correlation.
