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

8 次查看(过去 30 天)
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

回答(1 个)

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.
  3 个评论
Markus Gschwind
Markus Gschwind 2023-4-15
I found the explanation of the difference between autocorr, xcorr and xcov here:
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!

请先登录,再进行评论。

类别

Help CenterFile Exchange 中查找有关 Entering Commands 的更多信息

标签

产品


版本

R2015b

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by