spectral coherence of time seires

Question

I have two time series of data, one which is water temperature and the other is air temperature (hourly measurements for one year). Both measurements are taken simultaneously and the vectors are therefore the same size. The command corrcoef illustrates that they have a correlation equal to ~0.9.

Now I'm trying a different approach to find the correlation where I was thinking of spectral coherence. As far as I understand, in order to do this I should find the autospectral density of each time series? (i.e. of water temperature and air temperature) and then find the correlation between them?

As I am new to signal processing I was hoping for some advice on the best ways of doing this!

Answer 1

I would recommend consulting this site. It contains an excellent reference to your question. If you need help with the cohere function, let me know.