xcorr function and autocorrelation
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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
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David St-Amand
il 24 Ott 2017
0 voti
Same question here
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