Autocor: Difference between revisions

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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,''period'') uses the sampling period ''period'' to scale the x-axis on the output plot. ''period'' can be empty [].
acor = autocor(x,n) returns the autocorrelation function (acor) of a time series (x) for a maximum time shift of (n) sample periods.
The optional input ''plots'' suppresses plotting if set to 0.
 
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===
===See Also===
[[corrmap]], [[crosscor]]
[[corrmap]], [[crosscor]]

Latest revision as of 12:13, 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