How to calculate autocorrelation for each column of matrix?

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Hüsamettin Taysi 2018-12-14

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评论： Hüsamettin Taysi 2018-12-14

Hello, I have 31x14 matrix. And I am trying to calculate autocorrelation lag 1 seperately for each 14 column's. I mean, I want to obtain autocorrelation matrices in 1x14 matrix form.

autocorr(a,'NumLags',1)

With this function, ''The value of 'y' is invalid. Expected input series to be a vector.'' error occured. What should I do to calculate each column's autocorrelation?

Thanks in advance.

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Answer 1

Image Analyst 2018-12-14

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I don't have your autocorr() function, but I guess it'd go something like this:

data = rand(31, 14) % Create random data for demo.
[rows, columns] = size(data)
for col = 1 : columns
	thisColumn = data(:, col);
	% Call your custom-written function, autocorr().
	someOutput = autocorr(thisColumn, 'NumLags', 1)
	% Now do something with someOutput.
end