Autocor: Difference between revisions

From Eigenvector Research Documentation Wiki
Jump to navigation Jump to search
imported>WikiAdmin
(New page: ===Purpose=== Calculates the autocorrelation function of a time series. ===Synopsis=== :acor = autocor(x,n,''period,plots'') ===Description=== acor = autocor(x,n) returns the autocorr...)
 
imported>Neal
 
(3 intermediate revisions by 2 users not shown)
Line 9: Line 9:
===Description===
===Description===


acor = autocor(x,n) returns the autocorrelation function acor of a time series x for a maximum time shift of n sample periods.
acor = autocor(x,n) returns the autocorrelation function (acor) of a time series (x) for a maximum time shift of (n) sample periods.


acor = autocor(x,n,''period'') uses the sampling period ''period'' to scale the x-axis on the output plot. ''period'' can be empty [].
acor = autocor(x,n,''period'') uses the sampling period (period) to scale the x-axis on the output plot. (period) can be empty [ ].


The optional input ''plots'' suppresses plotting if set to 0.
The optional input (plots) suppresses plotting if set to 0.


===See Also===
===See Also===


[[corrmap]], [[crosscor]]
[[corrmap]], [[crosscor]]

Latest revision as of 11:13, 25 September 2008

Purpose

Calculates the autocorrelation function of a time series.

Synopsis

acor = autocor(x,n,period,plots)

Description

acor = autocor(x,n) returns the autocorrelation function (acor) of a time series (x) for a maximum time shift of (n) sample periods.

acor = autocor(x,n,period) uses the sampling period (period) to scale the x-axis on the output plot. (period) can be empty [ ].

The optional input (plots) suppresses plotting if set to 0.

See Also

corrmap, crosscor