Unnormalized ACF from autocorr

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Avik Mahata
Avik Mahata 2021-6-29
回答： Swatantra Mahato 2021-7-6
How can I get the autocorrelation values without the normalization from autocorr ? I just needed the absolute values of autocorrelation. The reasaon I am suspecting that 'autocorr' normalizing is that there difference in 10^3 order between the same autocorrelation vectors I get from Python. The shapes are also same but the values are difference.

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Swatantra Mahato
Swatantra Mahato 2021-7-6
Hi Avik,
The documentation for "autocorr" mentions the algorithm used in calculating the autocorrelation. In particular, you can refer to the example mentioned to see how to compare normailzed and unnormalized values :
https://www.mathworks.com/help/econ/autocorr.html?s_tid=answers_rc2-2_p5_MLT#btzja9w-1
Hope this helps

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