How to find cross-correlation (delay) for NARX model

Hi,

I would like to find the cross-correlation between inputs (4 elements) and output (1 element).

I'm using corrt = nncorr(inputs, output) and the result consists of 4 row vectors.

How do i determine the signficant lags for such cross correlation?

Answer 1

[Greg Heath]

There are many examples. Search the NEWSGROUP and ANSWERS using

 greg nncorr

Search backward starting with the most recent post.

Hope this helps.

Thank you for formally accepting my answer

Greg

[Xiang Jie]

Hi Greg,

Thanks for your inputs. I have found some related examples.

However, i have a question regarding about correlation between inputs and outputs. My inputs consists of 4 elements - Which means that i have 4 series of lags.

How do i determine the best significant lags between them?

[Greg Heath]

Each input will have it's own subset of SIGNIFICANT lags. However, the net must use the same lags for all inputsI would use all lags smallerthan aspecificmaximum value which has to be chosen using common sense and if necessary, trial and error.

Greg