Calculation of autocorrelation matrix
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I want to calculate autocorrelation matrix of a give sequence in matlab.
Which command I have to use ?
>> x=[-2 1 4 2 1 5 4 2 4]
>> z=autocorr(x)
I am getting auto correlated values in a vector form.
I want to calculate Rxx which is a matrix. Suppose if the length of the vector ix N I have to get N X N matrix.
I tried corrmtx( ) but not worked.
Please some one answer my question..
采纳的回答
Matt Fig
2011-4-2
0 个投票
I don't have the econometrics toolbox, but from this:
it looks like you might be able to build it by using the vector and the TOEPLITZ function (or cousins).
更多回答（2 个）
Raviteja
2011-4-8
1 个评论
Sravan Kumar Dodla
2012-3-12
Could you just look into it??
Using autocorr is correct here or to use xcorr is correct??
Just try in MATLAB..!!!
Than we can use Toeplitz,...!!
Sravan Kumar Dodla
2012-3-12
0 个投票
Could you just look into it??
Using autocorr is correct here or to use xcorr is correct?? Just try in MATLAB..!!! Than we can use Toeplitz,...!!
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