Note: This page has been translated by MathWorks. Please click here

To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

To view all translated materals including this page, select Japan from the country navigator on the bottom of this page.

Sample autocorrelation

`autocorr(y)`

`autocorr(y,numLags)`

`autocorr(y,numLags,numMA,numSTD)`

`acf = autocorr(y)`

`acf = autocorr(y,numLags)`

`acf = autocorr(y,numLags,numMA,numSTD)`

```
[acf,lags,bounds]
= autocorr(___)
```

`autocorr(`

plots
the sample autocorrelation
function (ACF) of the univariate, stochastic time series `y`

)`y`

with
confidence bounds.

To plot the ACF without confidence bounds, set `numSTD`

to
0.

[1] Box, G. E. P., G. M. Jenkins, and G. C.
Reinsel. *Time Series Analysis: Forecasting and Control*.
3rd ed. Englewood Cliffs, NJ: Prentice Hall, 1994.

[2] Hamilton, J. D. *Time Series Analysis*.
Princeton, NJ: Princeton University Press, 1994.

Was this topic helpful?