| a_correlate is wrong... [message #10481] |
Thu, 11 December 1997 00:00 |
wmc
Messages: 117
Registered: February 1995
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Senior Member |
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The a_correlate function seems to be wrong to me. Whats wrong is that
at every lag, the correlation is divided by the total number of elements
in the series, not by the number-in-series minus the lag. If you take
a perfectly correlated series, this make the correlations at higher lags
get artificially smaller.
Eg:
a=sin(indgen(12*16)*!pi/4.)
plot,a_correlate(a,indgen(12*8))
At least, it seems to me that the correlations at high lags should be
corrected for having fewer elements - I confess I'm not perfectly sure
of my statistics here!
- William (back now iTSS have fixed our news poster...)
ps - this is v5.03. Pre v5 was even worse...
---
William M Connolley | wmc@bas.ac.uk | http://www.nbs.ac.uk/public/icd/wmc/
Climate Modeller, British Antarctic Survey | Disclaimer: I speak for myself
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