Overview
Assignment 8; 10 points
Two time series are given by Xt=[1, 9, 2, 1, 4], Yt=[2, -5, 3, 8, 1]. Calculate the cross-, auto- correlations, and the correlation coefficient. You may use Matlab for the calculations. Explain your results.
Note:
Study Lecture 19 xcorr – cross correlation in Matlab corrcoef – correlation coefficient in Matalb