Correlation matrix for timeseries objects

Hi, I have 10 timseseries objects with equal time vectors. I want to get a correlation matrix for these timeseries. corrcoef does not take in multiple matrices as arguments. Is there a way of finding the correlation matrix?

 Accepted Answer

I'm not sure what your inputs look like. If they are vectors, you can concatenate them into one matrix that you can use as an input into corrcoef. Here's an example where I concatenate three random vectors:
r = corrcoef([rand(10,1),rand(10,1),rand(10,1)])

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