autocov.m

Version 1.0.0.0 (1.61 KB) by Phillip M. Feldman
compute sample autocovariance of a time series (vector)
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Updated 10 May 2009

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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.

Cite As

Phillip M. Feldman (2026). autocov.m (https://www.mathworks.com/matlabcentral/fileexchange/24066-autocov-m), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Descriptive Statistics in Help Center and MATLAB Answers
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Acknowledgements

Inspired: Autocovariance

Version Published Release Notes
1.0.0.0