autocov.m

compute sample autocovariance of a time series (vector)

Version 1.0.0 (1.57 KB)
3.4K Downloads
(3)
10 May 2009
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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

Categories

Find more on Descriptive Statistics and Insights in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
1.0.0

Download

  • Install in MATLAB

    Requires R2026b and later. Learn more