## Coherence

Purpose

Description

Macro Synopsis

Modules

Related Functions

### Purpose

Coherence

### Description

"Coherence" computes the coherence of two signals x1 and x2
according to

with being the power spectrum of the respective signal and being the cross power spectrum of the
two signals.
The coherence values range from 0 to 1, giving a measure of the
stochastic coupling of the two signals within a certain frequency
band. Uncorrelated signals will yield coherence values of 0 (also
referred to as *incoherence*), whereas the more two signals are
correlated, the more the coherence will increase. *Note that y(0) is suppressed in order to avoid its large values dominating the result.*

Coherence is a macro implementation using the functions Power spectrum and Cross power spectrum.

**Warning:** *Note that if the input signals have different x-axis scales (sampling periods), the signal with the largest scale will be adapted automatically by interpolating between successive sample points. The type of interpolation can be set in the Basic Options menu.*

### Macro Synopsis

`y = Coherence(x1,x2);`

signal x1,x2,y;

### Modules

Spectral

### Related Functions

Momentary ARMA coherence, Power spectrum, Cross power spectrum.