autocov.m

버전 1.0.0.0 (1.61 KB) 작성자: Phillip M. Feldman

compute sample autocovariance of a time series (vector)

팔로우

4.3

(3)

다운로드 수: 3.4K

업데이트 날짜: 2009/5/10

라이선스 보기

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.

인용 양식

Phillip M. Feldman (2024). autocov.m (https://www.mathworks.com/matlabcentral/fileexchange/24066-autocov-m), MATLAB Central File Exchange. 검색됨 2024/7/26.