Autocorrelation Function (ACF)

Versione 1.0.0.0 (2,01 KB) da Calvin Price
Computes ACF for a given series and plots correlogram.
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Aggiornato 25 feb 2011

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Computes ACF for a given series. Returns a vector of autocorrelations through lag p. Also produces bar graph of autocorrelations, with rejection region bands for testing (under white noise assumption) each autocorrelation = 0.

Example: >> myacf = acf(y,12)

Does not require any toolboxes.

Cita come

Calvin Price (2025). Autocorrelation Function (ACF) (https://it.mathworks.com/matlabcentral/fileexchange/30540-autocorrelation-function-acf), MATLAB Central File Exchange. Recuperato .

Compatibilità della release di MATLAB
Creato con R2009a
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Versione Pubblicato Note della release
1.0.0.0