Estimate AutoCorrelation Function (ACF)

Version 1.0.0.0 (1.87 KB) by Barry Cardiff
Estimate AutoCorrelation Function
0.0
(0)
259 Downloads
Updated 26 Jul 2017

View License

Computes an estimate of the AutoCorrelation Function (ACF) given a signal vector 'y'. It does this for 'p' lags starting at a lag of 1. i.e. the zeroth lag is not computed (as it is always unity irrespective of the signal).
This works for real or complex signal vectors

Cite As

Barry Cardiff (2025). Estimate AutoCorrelation Function (ACF) (https://uk.mathworks.com/matlabcentral/fileexchange/63879-estimate-autocorrelation-function-acf), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2016a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Conditional Mean Models in Help Center and MATLAB Answers
Tags Add Tags
Acknowledgements

Inspired by: Autocorrelation Function (ACF)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0

.