Calculates the
XCORR(series1, series2, norm)
series1 
 
A series or array.  
series2 
 
A series or array.  
norm 
 
Optional. An integer, the normalization method:

A series.
W1: gsin(1000, .001, 4)
W2: gsin(1000, .001, 4)
W3: xcorr(W1, W2)
Performs the
W1: gsin(1000, .001, 4)
W2: gnorm(1000, .001)
W3: xcorr(W1, W1, 1)
W4: xcorr(W1, W2, 1)
W3 displays the
The
where E is the expected value operator, x[n]
and y[n]
are a stationary random processes and * indicates complex conjugate. In
practice, the
XCORR performs
The output length L is:
L = length(series1) + length(series2)  1
The zeroth lag component is the mid point of the series.
The BIASED normalization divides the result by N, the maximum length of the input series.
The UNBIASED normalization divides the result by
N  abs(N  i  1) + 1
where i is the index of the result with a start value of 1. For a 0 start index, the unbiased estimate becomes:
The
See FXCORR for the frequency domain implementation.
See XCOV to remove the mean from the input series
before calculating the