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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 .
Acknowledgements
Inspired: Autocovariance
General Information
- Version 1.0.0.0 (1.61 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
