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.

See Also

corrmap, crosscor

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