Try a cross-correlation function plot. In SPSS you find this option under
Graphs>Time Series> CCF
"G. Anthony Reina" <[EMAIL PROTECTED]> wrote in message
[EMAIL PROTECTED]">news:[EMAIL PROTECTED]...
> I'm looking for a way to show how two continuous signals are correlated
> over time. In other words, if x(t) and y(t) are correlated signals (with
> some phase lag between them), does that correlation change over time?
> (and if so, then how does it vary)
>
> What I'd ideally like to get is something like the spectrogram except
> instead of frequency vs time, the axes would be correlation vs. lag vs.
> time.
>
> The most obvious solution I've thought of is to use a sliding window on
> each signal to evalute the cross-correlation (at different lags) over
> small epochs. I'm wondering if there are other more elegant solutions
> out there.
>
> I'd appreciate any advice on the subject.
>
> Thanks.
> -Tony Reina
>
>
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