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Cross- and Auto-Correlation DemoΒΆ

Example use of cross-correlation (xcorr) and auto-correlation (acorr) plots.

import matplotlib.pyplot as plt
import numpy as np

# Fixing random state for reproducibility

x, y = np.random.randn(2, 100)
fig, [ax1, ax2] = plt.subplots(2, 1, sharex=True)
ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2)
ax1.axhline(0, color='black', lw=2)

ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2)
ax2.axhline(0, color='black', lw=2)

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