www.gusucode.com > wavelet 源码程序 matlab案例代码 > wavelet/PlotCrossCorrelationSequencesByLagExample.m
%% Plot Cross-Correlation Sequences by Lag % Plot the cross-correlation sequence estimate for the Southern % Oscillation Index and Truk Island pressure data. Estimate 95% confidence % intervals for scale of $2^5$ days. % Copyright 2015 The MathWorks, Inc. load soi load truk wsoi = modwt(soi); wtruk = modwt(truk); [xcseq,xcseqci,lags] = modwtxcorr(wsoi,wtruk); plot(lags{5},xcseq{5},'linewidth',2) hold on plot(lags{5},xcseqci{5},'r--') set(gca,'xlim',[-120 120]); xlabel('Lag (Days)'); grid title({'Cross-Correlation Sequence Level 5'; 'Scale: 32-64 Days'}); hold off