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Autocorrelation Function (ACF) 1.0

  Date Added: April 03, 2013  |  Visits: 127

Autocorrelation Function (ACF)

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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.

Requirements: No special requirements
Platforms: Matlab
Keyword: Acfy Assumption Autocorrelation Myacf Noise Require Toolboxes White
Users rating: 0/10

License: Shareware Size: 10 KB
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