Time Lagged Cross Correlation Component

Component is used to analyze the correlation between two series (numeric) in given maximum lag interval.

First Series: Select a numeric column as first series which will be kept static.

Second Series: Select a numeric column (different from the first one) as second series which will be lagged in given interval.

Number of Maximum Lag: This is the max lag number that is analyzed. Component calculates correlation from - max lag number to + max number.

Image at Output Port: Enable 1st output port which contains the correlation coefficient line plot for different lags inside the -/+ max lag interval.

Number of rows for line plot: If line plot option selected this parameter is used to plot initial N rows when creating plot images. It's better to give a bigger number than maximum lag number.

Display Lag List with Results: If selected component Javascript view displays the calculated values (correlation coefficient and p values) and plots for each analyzed lag.

Line Plot for Original Data: The line plot showing comparison of two series with each lag is plotted for original values.

Line Plot for Normalized Data: The line plot showing comparison of two series with each lag is plotted for normalized values.

Input ports

1. Type: Table
   Port 1
   Input table must have at least two numeric columns

Output ports

1. Type: Image
   Port 1
   Image Output for Line Plot of Correlation Coefficients with -/+ maximum lag range
2. Type: Table
   Port 2
   Table output for each calculated lag containing lag number, correlation coefficient, p value and original and normalized line plot comparisons if selected
3. Type: Table
   Port 3
   Table output for the hishest correlated lag