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autocov.m

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computes the sample autocovariance of a time series x for lags
from 0 to maxlag, returning a column vector of length maxlag+1. x must be a column vector having length m not less than maxlag+1. If no value is supplied for maxlag, the default is the minimum of m-1 and 100.

Free download from Shareware Connection - computes the sample autocovariance of a time series x for lags from 0 to maxlag, returning a column vector of length maxlag+1. x must be a column vector having length m not less than maxlag+1.

Publisher: Phillip M. Feldman | License: Shareware
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 22-02-2013 | Rating: 0 | Title: autocov.m

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/24066/1/autocov.zip

More downloads from autocov.m publisher Phillip M. Feldman:

acfplot.m - acfplot calls autocov() to compute an extimate of the autocorrelation function (acf) of the input vector Y, and then plots the acf with the time axis labeled in units of either seconds or ms

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