autocov.m

Versione 1.0.0.0 (1,61 KB) da Phillip M. Feldman
compute sample autocovariance of a time series (vector)
4.3
(3)
3,4K download
Aggiornato 10 mag 2009

Visualizza la licenza

computes the sample autocovariance of a time series x for lags
from 0 to maxlag, returning a column vector of length maxlag+1. x must be a column vector having length m not less than maxlag+1. If no value is supplied for maxlag, the default is the minimum of m-1 and 100.

Cita come

Phillip M. Feldman (2024). autocov.m (https://www.mathworks.com/matlabcentral/fileexchange/24066-autocov-m), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2008b
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Categorie
Scopri di più su Descriptive Statistics in Help Center e MATLAB Answers
Riconoscimenti

Ispirato: Autocovariance

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Versione Pubblicato Note della release
1.0.0.0