Cross Correlation

Methods for looking at time series are available on the Time series option of the Stats button of the table display window.

You must select the two series to use, and then will get a series of plots and a control window.

Change the value for the lag in the edit box, and hit the Show Lag button to redraw:
  • Scatter plot of the two series 
  • Plot of the two series at the optimal lag

Select the correlations button to redo the table with the highest correlations.  This allows you to change the values shown, which vary with the degree of correlation between the two series.

Autocorrelation is a special case of cross correlation.

Last revised 2/27/2007