How should the phase arrows be interpreted?

posted Oct 2, 2014, 2:58 AM by Aslak Grinsted
The phase arrows show the relative phasing of two time series in question. This can also be interpreted as a lead/lag. How it should be interpreted is best illustrated by example:
figure('color',[1 1 1])
Y=sin(t-1); %X leads Y.
xwt([t X],[t Y]); % phase arrows points south east

Phase arrows pointing
  • left: anti-phase
  • right: in-phase
  • down: X leading Y by 90deg
  • up: Y leading X by 90deg
Note: interpreting the phase as a lead(/lag) should always be done with care. A lead of 90deg can also be interpreted as a lag of 270deg or a lag of 90deg relative to the anti-phase (opposite sign).