[ncl-talk] seasonal cross corelation

Maria Gehne - NOAA Affiliate maria.gehne at noaa.gov
Fri Oct 10 16:17:12 MDT 2014


Hi Erika,

I think it depends. Are you interested in cross-correlations at lag zero
only, or do you want non-zero lags as well?

In the first case it doesn't make any difference what you do. Both
approaches should give you the same answer.

In the second case you may be better off computing the cross-correlation
for each season and each year and then averaging over all years. Otherwise
(if you put all DJFs into one single time series) you may end up
correlating dates from one year with the next year (at non-zero lags),
which you don't want.

I hope this helps,
Maria

On Mon, Oct 6, 2014 at 3:52 PM, Erika Folova <e.folova at gmail.com> wrote:

> Hallo evryone,
>
> I have daily data multiplyr years and I would like to perform the cross
> correlation of daily data in specific season lets say DJF.
> What do you suggest, do i have to calculate the cross correlation of DJF
> each year then averaging them by number of N seasons? or
> I just need to combine the time series DJF from different years to be one
> time series and perform the cross correlation?
>
> Your insight would be really helpful.
> Cheers
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