Statistics in WR: Lecture 9 Key Themes Using SAS to compute cross-correlation between two data series Using Excel to compute autocorrelation of a single data series Correlation length and influence of data interval on that Lagged Cross-correlation between rainfall and flow Reading: Helsel and Hirsch Chapter 12 Trend Analysis
Correlation Correlation (or cross-correlation) measures the association between two sets of data (x, y) Autocorrelation measures the correlation of a dataset with lagged or displace values of itself (either in time or space), e.g x(t) with x(t – L) where L is the lag time Lagged cross-correlation measures the association between one series y(t), and lagged values of another series x(t – L)