xcorr function and autocorrelation

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Simon
Simon il 15 Apr 2011
Risposto: David St-Amand il 24 Ott 2017
Hi,
I need to plot an autocorrelogram from a dataset i have. At some point, the autocorrelation coefficient should be negative. By using the normalization of the xcorr() function, the autocorrelation coefficient is always greater than 0.65. Does someone know how to get the right autocorrelogram from the xcorr() function? Thanks Simon

Risposte (1)

David St-Amand
David St-Amand il 24 Ott 2017
Same question here

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