Hi. I need to conduct cross correlation analysis between 2 time series datasets. Both datasets contain NaN values. In matlab, xcorr wouldn't skip wherever NaN values occurred in the time series. Please help.
My data look like this:
Soil moisture (SM):
SM = [ay1-1, ay1-2, ay1-3, ay1-4, NaN, NaN, NaN, NaN, ay2-1, ay2-2, ay2-3, NaN, NaN, NaN,....]
Plant growth (PG):
PG = [by1-1, by1-2, by1-3, by1-4, NaN, NaN, NaN, NaN, by2-1, by2-2, by2-3, NaN, NaN, NaN....]
NaN values in both vectors only occurred outside growing season; and that wherever there is NaN in SM, there is NaN in PG.
I want to see if there is any delayed responses in PG to changes in SM within growing season (lag analysis).