How can I calculate serial correlations?
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Hello Matlab gurus! well I have input data that is a matrix 140 3, and I want to calculate 1st Order Serial Correlation, 2st Order Serial Correlation, 3st Order Serial Correlation and 4st Order Serial Correlation, but I do not know with which function I am able to do it. Any ideas?
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Roger Wohlwend
2014년 9월 4일
편집: Roger Wohlwend
2014년 9월 4일
I recommend the function autocorr , but you need the Econometrics toolbox for that. The alternative is the function corr .
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Roger Wohlwend
2014년 9월 5일
편집: Roger Wohlwend
2014년 9월 5일
Are you sure that the functions give incorrect answers? In general the error lies with the person who thinks that the functions don't work, and not with the functions. What makes you believe the functions give incorrect answers? What are the results? And what does the input data look like?
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