How to correlate signal

Hello,

I have two instantaneous voltage signals in vector A and B, and one current signal in vector C. I'm trying to understand whether there are any correlations between the data vectors A, B, C, and plot the correlation. For example, if the current in C increases in pk-pk over 5 seconds, will the trend of the pk-pk of A or B also increases or decreases. What is the best way to do this in matlab? I have been reading about the corrplot function but I dont have that particular toolbox so I cant generate the plots to see correlation. Will using xcorr gives me the correlation between the pk-pk or just individual data points?

Thank you, Max

Answer 1

[Thorsten]

 [r, p] = corrcoef([A(:) B(:) C(:)];

[Max Bernstein]

Thank you. I have tried that and was able to get the correlation. I'm also trying to generate a plot similar to the corrplot. Is there anyway I can do this without the econ toolbox?

[Thorsten]

You probably have to do if yourself, or search for something in the Matlab FileExchange.