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Cross- and auto-correlation — Matplotlib 3.11.2 documentation

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Examples
Statistics
Cross- and auto-correlation

Note

Go to the end to download the full example code.

Cross- and auto-correlation#

Example use of cross-correlation (xcorr) and auto-correlation (acorr) plots.

import matplotlib.pyplot as plt
import numpy as np

# Fixing random state for reproducibility
np.random.seed(19680801)


x, y = np.random.randn(2, 100)
fig, [ax1, ax2] = plt.subplots(2, 1, sharex=True)
ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2)
ax1.grid(True)
ax1.set_title('Cross-correlation (xcorr)')

ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2)
ax2.grid(True)
ax2.set_title('Auto-correlation (acorr)')

plt.show()

Cross-correlation (xcorr), Auto-correlation (acorr)

[Cross-correlation (xcorr), Auto-correlation (acorr)]

References

The use of the following functions, methods, classes and modules is shown in this example:

Tags: domain: statistics level: beginner

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