Autocorrelation Function (ACF)
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.
Cite As
Calvin Price (2024). Autocorrelation Function (ACF) (https://www.mathworks.com/matlabcentral/fileexchange/30540-autocorrelation-function-acf), MATLAB Central File Exchange. Retrieved .
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Acknowledgements
Inspired: Estimate AutoCorrelation Function (ACF)
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Version | Published | Release Notes | |
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1.0.0.0 |