Autocovariance 1.0

Computes the autocovariance of two columns vectors consistently with the var and cov functions.autocov computes the autocovariance between two column vectors X and Y with same length N using the Fast Fourier Transform algorithm from 0 to N-2.The resulting autocovariance column vector acv is given by the formula:acv(p,1) = 1/(N-p) * sum_{i=1}^{N}(X_{i} - X_bar) * (Y_{i+p} - Y_bar)where X_bar and Y_bar are the mean estimates:X_bar = 1/N * sum_{i=1}^{N} X_{i}; Y_bar = 1/N * sum_{i=1}^{N} Y_{i}It satisfies the following identities:1. variance consistency: if acv = autocov(X,X), then acv(1,1) = var(X)2. covariance consistence: if acv = autocov(X,Y), then acv(1,1) = cov(X,Y)

Requirements:	No special requirements
Platforms:	Matlab
Keyword:	Bar,  Estimates,  Identities,  Satisfies,  Sum,  Y I2bp
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