Estimate AutoCorrelation Function (ACF)

Version 1.0.0.0 (1.87 KB) by Barry Cardiff
Estimate AutoCorrelation Function
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Updated 26 Jul 2017

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Computes an estimate of the AutoCorrelation Function (ACF) given a signal vector 'y'. It does this for 'p' lags starting at a lag of 1. i.e. the zeroth lag is not computed (as it is always unity irrespective of the signal).
This works for real or complex signal vectors

Cite As

Barry Cardiff (2024). Estimate AutoCorrelation Function (ACF) (https://www.mathworks.com/matlabcentral/fileexchange/63879-estimate-autocorrelation-function-acf), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Conditional Mean Models in Help Center and MATLAB Answers
Acknowledgements

Inspired by: Autocorrelation Function (ACF)

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Version Published Release Notes
1.0.0.0

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