Howtosignalprocessing
- How do you read a CCF graph?
- What does the CCF tell us?
- What does CCF do in R?
- How do you interpret cross-correlation coefficient?
How do you read a CCF graph?
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 the CCF tell us?
CCF displays and plots the cross-correlation functions of two or more time series. You can also display and plot the cross-correlations of transformed series by requesting natural log and differencing transformations within the procedure. Modifying the Series.
What does CCF do in R?
The sample cross correlation function (CCF) is helpful for identifying lags of the x-variable that might be useful predictors of . 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.
How do you interpret cross-correlation coefficient?
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.
