xcorr function and autocorrelation
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Hi,
I need to plot an autocorrelogram from a dataset i have. At some point, the autocorrelation coefficient should be negative. By using the normalization of the xcorr() function, the autocorrelation coefficient is always greater than 0.65. Does someone know how to get the right autocorrelogram from the xcorr() function? Thanks Simon
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2017-10-24
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