plot autocorrelation

Question

stefan strasser 2012-6-11

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/40817-plot-autocorrelation

评论： Bill Tubbs 2020-2-4

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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Answer 1

Wayne King 2012-6-11

5
链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/40817-plot-autocorrelation#answer_50444

在 MATLAB Online 中打开

      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]);