Re: [Matplotlib-users] cross correlation

[Paul H. <pmh...@gm...>]

On Thu, Feb 7, 2013 at 3:24 AM, Sudheer Joseph <sud...@ya...>wrote:

> Dear Users,
>               I am relatively new to Matplotlib. I wanted to find cross
> correlation between 2 time series for my research and was looking at
> options available with python and found
> http://matplotlib.org/api/pyplot_api.html#matplotlib.pyplot.xcorr .
> However I wanted to save the results in a netcdf file for further use. ie
> the correlation, lags and significance if possible. Is there a way to get
> the corr and lags from the axis.xcorr ?? any help in this matter will be
> greatly appreciated.
> Sudheer
>

Sudheer,

A call to axes.xcorr returns the lags, correlation (from np.correlate) and
the line artists on the figure.

In IPython, doing "plt.xcorr??" should provide sufficient information. It's
a pretty simple method.
-paul