Unnormalized ACF from autocorr

How can I get the autocorrelation values without the normalization from autocorr ? I just needed the absolute values of autocorrelation. The reasaon I am suspecting that 'autocorr' normalizing is that there difference in 10^3 order between the same autocorrelation vectors I get from Python. The shapes are also same but the values are difference.

Answer 1

[Swatantra Mahato]

Hi Avik,

The documentation for "autocorr" mentions the algorithm used in calculating the autocorrelation. In particular, you can refer to the example mentioned to see how to compare normailzed and unnormalized values :

https://www.mathworks.com/help/econ/autocorr.html?s_tid=answers_rc2-2_p5_MLT#btzja9w-1

Hope this helps