What this page adds. The
basic calculator correlates up to three
columns in your browser, with y1 as the reference. This page takes any number of
columns, lets you choose the reference, adds the FFT method for long records, and
refines each peak between two samples. To do that it sends your table to
the server, computes there, and sends the numbers back. Nothing is stored,
but the data does leave your machine. If that matters for your data, use the basic
page. The cross-correlation article
explains each step.
Correlation needs evenly spaced samples, within 0.1%, in every column; t must be
time in seconds. Uneven t is refused, naming the first t that breaks the step.
Remove a trend first - a trend correlates with itself at every lag.
- Paste your data into the Input grid — straight from a
spreadsheet, or as CSV/TSV text — or import a file. First column
is t (s), then one column per series: y1, y2, … Rows are sorted by t.
- Pick a method.
- direct: the sums of the article's Math 3, up to 5,000
rows.
- FFT: the same numbers through the Fourier transform,
fast for long records, up to the server's row limit.
- Pick a mode. Cross compares every column with the
reference column: a positive lag means the column is later
than the reference. Auto compares each column with itself, to find a
period.
- Pick the normalization. Biased divides by the full record
length; unbiased by the number of pairs at each lag.
- Real time range — try settings live on the max lag and
reference boxes.
- ▲▼ buttons or the mouse wheel over a
box: the value moves and the result is recomputed shortly after the last
step - one request to the server, not one per step.
- Digit wheel: over a box, the wheel steps the digit just
left of the mouse pointer.
- Limits: each value stays within its range; a typed value
outside it is set to the nearest limit.
- Typing or the arrow keys change the box only; press
correlate to recompute.
- Press correlate. The upper chart shows your data; the lower
chart shows r against lag with the ±1.96/√N band. The status line gives each
peak lag or period, refined between samples by a parabola through the top three
points. The server's time shows beside the button.
- Read the result. The Output grid lists the lag in seconds,
then r for each pair or column. Export saves it as a CSV/TSV
file.