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