Does anyone have a matlab m-file for calculation of time delay in time series data?

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Ashim Giyanani

Well, it is not that tough to implement the time delay detection.

you have to first detrend your data and then use the cross correlation peak to identify the location of the time delay.

Step 1. Detrend your data

Step 2 (optional) smoothen your data

Step 3. apply cross correlation on the input and output

Step 4. Find the time lag at which the cross correlation peaks