Re: [Matplotlib-users] cross correlation

[Sudheer J. <sud...@ya...>]

Dear Pierre,
                        I was checking the plt.xcorr and it calls the np.correlate in side it. It calls np.correlate(ts1,ts2, mode=2).
Is there a way to see which vector is sided back in time? ie ts1[t1,t2,t3,t4....] ts2[t1,t2,t3,t4...]  ( ts2[t2] correlated with ts1[t1] or ts2[t1] is correlated with ts2[t2] ie {to make out which one is the cause and which is effect)
in case of cross correlation it can be obtained by either sliding ts1 back in time or ts2 back in time. Is there a way to know this? I am not able to make much from np.correlate. Also is there a way to get 95% significance or p value from the xcorr.? in case of matlab? in matlab xcorr can be called with option of corcoeff instead of default cross correlation but is there similar option for matplotlib?
sincerely.
Sudheer
                    
 
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Sudheer Joseph 
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