Statistics in WR: Lecture 9

1
Statistics in WR Lecture 9

• Key Themes
• Using SAS to compute cross-correlation between
  two data series
• Using Excel to compute autocorrelation of a
  single data series
• Correlation length and influence of data interval
  on that
• Lagged Cross-correlation between rainfall and
  flow
• Reading Helsel and Hirsch Chapter 12 Trend
  Analysis

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Correlation

• Correlation (or cross-correlation) measures the
  association between two sets of data (x, y)
• Autocorrelation measures the correlation of a
  dataset with lagged or displace values of itself
  (either in time or space), e.g x(t) with x(t L)
  where L is the lag time
• Lagged cross-correlation measures the association
  between one series y(t), and lagged values of
  another series x(t L)