I am exploring the cross correlation function in Julia between two complex-valued Time Series Objects Z1 and Z2 with this simple code:
using DSP
Compute the cross-correlation between the real components
rX = xcorr(X1, X2)
Compute the cross-correlation between the imaginary components
rY = xcorr(Y1, Y2)
Compute the cross-correlation between the two complex valued time series objects
rZ = xcorr(Z1, Z2)
Plot the cross-correlation
p1 = plot(rZ, color = "powderblue", title="rZ",titlefontsize=10, xtickfontsize=7, ytickfontsize=7)
p2 = plot(rX, color = "powderblue", title="rX",titlefontsize=10, xtickfontsize=5, ytickfontsize=7)
p3 = plot(rY, color = "powderblue", title="rY",titlefontsize=10, xtickfontsize=5, ytickfontsize=7)
plot(p1,p2,p3, layout = (1,3), size = (900, 250), primary=false,)
What does it mean when the shape of the cross correlation curve is closed?
plot(rZ)
meanplot(real(rZ), imag(rZ))
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