Autocorrelation and Partial Autocorrelation with NaNs
Sample Autocorrelation and Partial Autocorrelation Function (ACF and PACF) on time-series with NaNs
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
NANAUTOCORR and NANPARCORR calculate the nlag autocorrelation and partial autocorrelation coefficients for a data vector containing NaNs. The MATLAB function CORR is used and allows to exclude couples of data including NaNs. Confidence boundaries for non-significant coefficients are given using Bartlett's formula, with the hypothesis of asymptotic normality. Based on the MATLAB function CORR. Any feedback or suggestion is appreciated.
Cite As
Fabio (2026). Autocorrelation and Partial Autocorrelation with NaNs (https://www.mathworks.com/matlabcentral/fileexchange/43840-autocorrelation-and-partial-autocorrelation-with-nans), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (3.41 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
