go variance, @SHF : lead and lead correlations

This is how I do lag and lead correlations.

Use the go file variance.jnl

! Define your variables to be correlated
let p = sst
let q = wind ! (or what ever the variable names are)
go variance
contour correl ! (contours the correlations)

This will give simultaneous correlations.  To get lag and leads use
 the transformation @shf when defining p or q.  For example:

Let q = wind[L=@shf:5]

The 6th time step in the original time series of q now becomes the first 
etc.  Thus p (sst) leads q (wind) by 5 when you do the correlation.
  You can use negative numbers also.


Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.