plot autocorrelation
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Hello guys, might be sort of a beginners question for most of you guys but i am really having trouble tat ploting an autocorrelation function like the example one mentioned in the help section of the function browser "autocorr(econ)"? Any chance somebody could give me a hint on how to plot it alongside with the bounds and label x/y according to the example? many thanks stefan
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Wayne King
2012-6-11
x = randn(1000,1); % 1000 Gaussian deviates ~ N(0,1)
y = filter([1 -1 1],1,x); % Create an MA(2) process
[acf,lags,bounds] = autocorr(y);
stem(lags,acf); xlabel('Lag'); ylabel('\rho(k)');
hold on;
h = line(lags,bounds(1)*ones(length(acf),1));
h1 = line(lags,bounds(2)*ones(length(acf),1));
set(h,'color',[1 0 0]);
set(h1,'color',[1 0 0]);
3 个评论
stefan strasser
2012-6-21
Kevin Holst
2012-6-21
Make sure you click 'Accept Answer' so the helpers on here know you've got what you needed.
Bill Tubbs
2020-2-4
Note: 'autocorr' requires Econometrics Toolbox.
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