Why does Matlab's xcorr function give a different solution than Excel's correl function for some data sets?

For this simple two column data set, with 89 rows, I observed a different solution for the zero lag correlation coefficient in microsoft excel than I found for the zero lag solution value in Matlab using xcorr. The Excel value is 0.709183, whereas the Matlab value is only 0.5889
I used this code in matlab to develop the lag correlation set: [cross,lags] = xcorr(column1,column2,45,'coeff'); stem(lags,cross) The zero lag value for the matlab solution is at lag 46 I believe.
Which solution is correct and why?

回答 (1 件)

Stephan
Stephan 2016 年 10 月 20 日
you need to use the matlab function corrcoef() to get the same result. I tried and they are the same. Good luck.

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2014 年 4 月 12 日

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2016 年 10 月 20 日

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