Autocorrelation Function (ACF)

Version 1.0.0.0 (2.01 KB) by Calvin Price
Computes ACF for a given series and plots correlogram.
4.5
(33)
19.9K Downloads
Updated 25 Feb 2011

View License

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 (2026). Autocorrelation Function (ACF) (https://www.mathworks.com/matlabcentral/fileexchange/30540-autocorrelation-function-acf), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Time Series in Help Center and MATLAB Answers
Tags Add Tags
Acknowledgements

Inspired: Estimate AutoCorrelation Function (ACF)

Version Published Release Notes
1.0.0.0