1. 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

2. 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)