MATLAB: Calculate the correlation of a number of time series

correlation

If I have a matrix:
data = rand(365,5);
What is the most appropriate way of calculating the correlation between each column and the mean of the remaining columns. For example, for the first column:
R = nonzeros(tril(corrcoef(data(:,1),mean(data(:,2:end)')'),-1));
How could I repeat this procedure so that I have 5 correlation values i.e. for each series?

Best Answer

R = arrayfun(@(x)nonzeros(tril(corrcoef(data(:,x),mean(data(:,setdiff(1:size(data,2),x))')'),-1)),1:size(data,2));
or
for k = size(data,2):-1:1
R(k) = nonzeros(tril(corrcoef(data(:,k),mean(data(:,[1:k-1,k+1:end]),2)),-1));
end
or
for k = size(data,2):-1:1
p = corrcoef(data(:,k),mean(data(:,[1:k-1,k+1:end]),2));
R(k) = p(2);
end