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autocov(x,maxlag) % autocov computes the sample autocovariance of a time series x for lags
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autocov.m

10 May 2009

compute sample autocovariance of a time series (vector)

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Description	computes the sample autocovariance of a time series x for lags from 0 to maxlag, returning a column vector of length maxlag+1. x must be a column vector having length m not less than maxlag+1. If no value is supplied for maxlag, the default is the minimum of m-1 and 100.
MATLAB release	MATLAB 7.7 (R2008b)

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Everyone's Tags	autocovariance, covariance, statistics, time series
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Comments and Ratings (1)
09 Jan 2012	Ynon	very nice. helped me a lot. thanks

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