acf (Series)
Sample autocovariance and autocorrelation functions
Syntax
[C, R] = acf(x)
[C, R] = acf(x, dates, ...)
Input arguments
x [ Series ]
Input time series.
dates [ numeric | Inf ]
Dates or date range from which the input tseries data will be used.
Output arguments
C [ numeric ]
Auto-/cross-covariance matrices.
R [ numeric ]
Auto-/cross-correlation matrices.
Options
Demean=true [ true | false ]
Estimate and remove sample mean from the data before computing the ACF.
Order=0 [ numeric ]
The order up to which the ACF will be computed.
SmallSample=true [ true | false ]
Adjust the degrees of freedom for small samples by subtracting
1from the number of periods.
Description
Examples