Showing content from http://matplotlib.org/api/../mpl_examples/pylab_examples/xcorr_demo.py below:
import matplotlib.pyplot as plt import numpy as np np.random.seed(0) x, y = np.random.randn(2, 100) fig = plt.figure() ax1 = fig.add_subplot(211) ax1.xcorr(x, y, usevlines=True, maxlags=50, normed=True, lw=2) ax1.grid(True) ax1.axhline(0, color='black', lw=2) ax2 = fig.add_subplot(212, sharex=ax1) ax2.acorr(x, usevlines=True, normed=True, maxlags=50, lw=2) ax2.grid(True) ax2.axhline(0, color='black', lw=2) plt.show()
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