Autocor: Difference between revisions

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(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...)
 
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===Purpose===
===Purpose===
Calculates the autocorrelation function of a time series.
Calculates the autocorrelation function of a time series.
===Synopsis===
===Synopsis===
:acor = autocor(x,n,''period,plots'')
:acor = autocor(x,n,''period,plots'')
===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]]

Revision as of 20:55, 2 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