autocorr.m [Sample Autocorrelation] - from which MATLAB version on?

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Markus Gschwind
Markus Gschwind 2023-4-12
评论： Markus Gschwind 2023-4-15
I have several scripts which I took from another computer with another MATLAB installation (I don't remember which release).
They contain the autocorr function. However on my current release 2015b this function is not known. I was wondering from whcih version on autocorr was available. Thank you

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Walter Roberson
Walter Roberson 2023-4-12
autocorr -- with that exact name -- dates back to R2006b or perhaps earlier. However, it is part of the Econometrics Toolbox.
You can calculate the autocorrelation sequence of a vector with itself using xcorr with a single input.
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Markus Gschwind
Markus Gschwind 2023-4-15
I found the explanation of the difference between autocorr, xcorr and xcov here:
https://groups.google.com/g/comp.soft-sys.matlab/c/H5PDoPIiQNs
I use now [acf,lags] = xcov(Timeseies,62 samples),
but then the lags and acf hve to be cut down to the half: mylags = lags(63:end), myacf = acf(63:end)
As such it is perfectly the same as autocorr.
Thanks again!

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