r - Results from MATLAB's crosscorr function and R's ccf different

Question

I'm using MATLAB's crosscorr function and R's ccf. For the same data, the results differ. It appears that the lag axis is flipped in one of them. Why is this happening?

I've reproduced the crosscorr documentation example in both platforms and this is what I see. Any help will be appreciated.

R Studio

MATLAB

The data for the example can be found here:

R data:

xx <- c(-0.649013765191241, 1.18116604196553, -0.758453297283692,  -1.10961303850152, -0.845551240007797, -0.572664866457950, -0.558680764473972,  0.178380225849766,  -0.196861446475943,  0.586442621667069,  -0.851886969622469, 0.800320709801823,  -1.50940472473439,  0.875874147834533, -0.242789536333340, 0.166813439453503, -1.96541870928278,  -1.27007139263854,  1.17517126546302,  2.02916018474976,  -0.275157240675694,   0.603658445825815,   1.78125189324250, 1.77365832632615, -1.86512257453063, -1.05110705924059,  -0.417382047996795,  1.40216228633781, -1.36774699097611, -0.292534999151874,  1.27084843418894, 0.0660093412882059, 0.451290213630776,   -0.322209718011896, 0.788409216227425, 0.928736046813314, -0.490790376269763, 1.79720058425494, 0.590696551205452, -0.635785737847226, 0.603346612845761, -0.535247967775900,  -0.155080385492789,  0.612122370772160,  -1.04434349451734,  -0.345631908307050, -1.17140482049761, -0.685586780437283,  0.926216394168962,  -1.48167521167231, -0.558057808685045, -0.0284531115706568, -1.47629235201010,  0.258899957160403, -2.01869095243834, 0.199740262298379,  0.425864319131210, -1.27004345059705, -0.485218835743043,  0.594307616829848, -0.276464906639256,  -1.85758288592737,  0.0407308117494288,  0.282970177161990, 0.0635612193024994,  0.433430065111595,  0.422860364487685, 1.29952829655200, -1.04979323447507,-1.78641172211092,0.816043081031918, -0.328208543142512, -1.21456561358767,1.11183287253465, -0.507496954829846,  0.898730486034072,  0.377215659958544,  1.45239164558790,  0.446945073178942,  0.645824788453030, -0.623677409296163, -0.595236431548712,  1.61132368718055,  -0.348998045314167,  0.164167484938754, -1.63657708517891,  0.581365555343623,  -0.128905996910632,   0.432858634222399, -0.245109040039237, -1.08543038934632, 1.68080151955536, 0.176411940863882, -2.07143962693628,   0.211089334851037, -0.582847822547194,  0.0181688430923922, 1.49477799287395,  -0.424796733441211,  1.68624315536028)
yy <- c(0, 0, 0, 0, -0.649013765191241, 1.18116604196553, -0.758453297283692, -1.10961303850152, -0.845551240007797, -0.572664866457950, -0.558680764473972, 0.178380225849766, -0.196861446475943, 0.586442621667069, -0.851886969622469,  0.800320709801823, -1.50940472473439, 0.875874147834533, -0.242789536333340, 0.166813439453503,-1.96541870928278, -1.27007139263854, 1.17517126546302, 2.02916018474976,-0.275157240675694, 0.603658445825815,  1.78125189324250, 1.77365832632615, -1.86512257453063, -1.05110705924059,-0.417382047996795, 1.40216228633781,-1.36774699097611,  -0.292534999151874,  1.27084843418894, 0.0660093412882059, 0.451290213630776, -0.322209718011896,  0.788409216227425,  0.928736046813314, -0.490790376269763, 1.79720058425494,  0.590696551205452,   -0.635785737847226,   0.603346612845761, -0.535247967775900,   -0.155080385492789, 0.612122370772160,-1.04434349451734, -0.345631908307050,-1.17140482049761,  -0.685586780437283,  0.926216394168962,  -1.48167521167231,-0.558057808685045, -0.0284531115706568, -1.47629235201010, 0.258899957160403,  -2.01869095243834,  0.199740262298379, 0.425864319131210, -1.27004345059705, -0.485218835743043,   0.594307616829848, -0.276464906639256,   -1.85758288592737, 0.0407308117494288,  0.282970177161990,    0.0635612193024994, 0.433430065111595, 0.422860364487685, 1.29952829655200,  -1.04979323447507, -1.78641172211092,  0.816043081031918, -0.328208543142512,   -1.21456561358767,  1.11183287253465,  -0.507496954829846,  0.898730486034072,  0.377215659958544,  1.45239164558790,  0.446945073178942,  0.645824788453030, -0.623677409296163, -0.595236431548712,  1.61132368718055, -0.348998045314167,  0.164167484938754,  -1.63657708517891,  0.581365555343623,  -0.128905996910632,  0.432858634222399, -0.245109040039237, -1.08543038934632,  1.68080151955536,  0.176411940863882,  -2.07143962693628, 0.211089334851037,-0.582847822547194)
ccf (xx, yy)

Matlab data & code:

x = [-0.649013765191241
1.18116604196553
-0.758453297283692
-1.10961303850152
-0.845551240007797
-0.572664866457950
-0.558680764473972
0.178380225849766
-0.196861446475943
0.586442621667069
-0.851886969622469
0.800320709801823
-1.50940472473439
0.875874147834533
-0.242789536333340
0.166813439453503
-1.96541870928278
-1.27007139263854
1.17517126546302
2.02916018474976
-0.275157240675694
0.603658445825815
1.78125189324250
1.77365832632615
-1.86512257453063
-1.05110705924059
-0.417382047996795
1.40216228633781
-1.36774699097611
-0.292534999151874
1.27084843418894
0.0660093412882059
0.451290213630776
-0.322209718011896
0.788409216227425
0.928736046813314
-0.490790376269763
1.79720058425494
0.590696551205452
-0.635785737847226
0.603346612845761
-0.535247967775900
-0.155080385492789
0.612122370772160
-1.04434349451734
-0.345631908307050
-1.17140482049761
-0.685586780437283
0.926216394168962
-1.48167521167231
-0.558057808685045
-0.0284531115706568
-1.47629235201010
0.258899957160403
-2.01869095243834
0.199740262298379
0.425864319131210
-1.27004345059705
-0.485218835743043
0.594307616829848
-0.276464906639256
-1.85758288592737
0.0407308117494288
0.282970177161990
0.0635612193024994
0.433430065111595
0.422860364487685
1.29952829655200
-1.04979323447507
-1.78641172211092
0.816043081031918
-0.328208543142512
-1.21456561358767
1.11183287253465
-0.507496954829846
0.898730486034072
0.377215659958544
1.45239164558790
0.446945073178942
0.645824788453030
-0.623677409296163
-0.595236431548712
1.61132368718055
-0.348998045314167
0.164167484938754
-1.63657708517891
0.581365555343623
-0.128905996910632
0.432858634222399
-0.245109040039237
-1.08543038934632
1.68080151955536
0.176411940863882
-2.07143962693628
0.211089334851037
-0.582847822547194
0.0181688430923922
1.49477799287395
-0.424796733441211
1.68624315536028]

yy = [0
0
0
0
-0.649013765191241
1.18116604196553
-0.758453297283692
-1.10961303850152
-0.845551240007797
-0.572664866457950
-0.558680764473972
0.178380225849766
-0.196861446475943
0.586442621667069
-0.851886969622469
0.800320709801823
-1.50940472473439
0.875874147834533
-0.242789536333340
0.166813439453503
-1.96541870928278
-1.27007139263854
1.17517126546302
2.02916018474976
-0.275157240675694
0.603658445825815
1.78125189324250
1.77365832632615
-1.86512257453063
-1.05110705924059
-0.417382047996795
1.40216228633781
-1.36774699097611
-0.292534999151874
1.27084843418894
0.0660093412882059
0.451290213630776
-0.322209718011896
0.788409216227425
0.928736046813314
-0.490790376269763
1.79720058425494
0.590696551205452
-0.635785737847226
0.603346612845761
-0.535247967775900
-0.155080385492789
0.612122370772160
-1.04434349451734
-0.345631908307050
-1.17140482049761
-0.685586780437283
0.926216394168962
-1.48167521167231
-0.558057808685045
-0.0284531115706568
-1.47629235201010
0.258899957160403
-2.01869095243834
0.199740262298379
0.425864319131210
-1.27004345059705
-0.485218835743043
0.594307616829848
-0.276464906639256
-1.85758288592737
0.0407308117494288
0.282970177161990
0.0635612193024994
0.433430065111595
0.422860364487685
1.29952829655200
-1.04979323447507
-1.78641172211092
0.816043081031918
-0.328208543142512
-1.21456561358767
1.11183287253465
-0.507496954829846
0.898730486034072
0.377215659958544
1.45239164558790
0.446945073178942
0.645824788453030
-0.623677409296163
-0.595236431548712
1.61132368718055
-0.348998045314167
0.164167484938754
-1.63657708517891
0.581365555343623
-0.128905996910632
0.432858634222399
-0.245109040039237
-1.08543038934632
1.68080151955536
0.176411940863882
-2.07143962693628
0.211089334851037
-0.582847822547194]

[XCF,lags,bounds] = crosscorr(xx,yy);

标签： rmatlabcross-correlation