This example demonstrates the autocorrelation and cross correlation of two time based noises using different seeds.
p-values for both cross correlation and autocorrelation are high. This means, we can assume uncorrelated signals – between two different seeds as well as within a single noise signal.
Copyright © DLR Institute of System Dynamics and Control
Initial version implemented by A. Klöckner, F. v.d. Linden, D. Zimmer, M. Otter.
DLR Institute of System Dynamics and Control