cross-correlation

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cross-correlation

[′krȯs kär·ə′lā·shən]
(statistics)
Correlation between corresponding members of two or more series: if q1, …, qn and r1, …, rn are two series, correlation between qi and ri, or between qi and ri + j (for fixed j), is a cross correlation.
Correlation between or expectation of the inner product of two series of random variables, where the difference in indices between the corresponding values of the two series is fixed.
References in periodicals archive ?
Data reported are cross-correlation coefficients with the time lag (days) at which cross-correlation was maximized.
The bullet points in Figure 2 display the first four autocorrelation coefficients of inflation and the cross-correlation coefficients of inflation with marginal cost implied by the calibrated model.
We now replicate the analysis of Section 2 and calculate the first four autocorrelation coefficients of inflation and the cross-correlation coefficients of inflation with marginal cost when the average annual inflation rate varies from 0 to 8 percent.
Cross-correlation coefficients between climate variables and incidence of RRv in Cairns, Queensland.
Judd and Trehan (1995) argue that the use of cross-correlation coefficients as indicators for evaluating the empirical relevance of demand-oriented versus supply-oriented macroeconomic theories is problematic in principle.