topA_TimeCorrelate
Statistics.
Parameters
X
in
required
Lag
in
required
Keywords
COVARIANCE
DOUBLE
Examples
Define an n-element sample population.
x = [3.73, 3.67, 3.77, 3.83, 4.67, 5.87, 6.70, 6.97, 6.40, 5.57]
Compute the autocorrelation of X for LAG = -3, 0, 1, 3, 4, 8
lag = [-3, 0, 1, 3, 4, 8]
result = a_correlate(x, lag)
The result should be:
[0.0146185, 1.00000, 0.810879, 0.0146185, -0.325279, -0.151684]
Version history
Version
$Id: a_timecorrelate.pro 150 2006-08-09 10:12:54Z navarro $
History