Autocor
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Visited: Autocor
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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.