Category "cross-correlation"

Identifying lead/lags using multivariate regression analysis

I have three time-series variables (x,y,z) measured in 3 replicates. x and z are the independent variables. y is the dependent variable. t is the time variable

Normalized Cross-Correlation in Python

I have been struggling the last days trying to compute the degrees of freedom of two pair of vectors (x and y) following reference of Chelton (1983) which is: