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Autocorrelation Function (ACF)

version 1.0.0.0 (2.01 KB) by Calvin Price
Computes ACF for a given series and plots correlogram.

19.1K Downloads

Updated 25 Feb 2011

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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 (2022). 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
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Acknowledgements

Inspired: Estimate AutoCorrelation Function (ACF)

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