autocov.m

版本 1.0.0.0 (1.6 KB) 作者: Phillip M. Feldman
compute sample autocovariance of a time series (vector)
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更新时间 2009/5/10

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computes the sample autocovariance of a time series x for lags
from 0 to maxlag, returning a column vector of length maxlag+1. x must be a column vector having length m not less than maxlag+1. If no value is supplied for maxlag, the default is the minimum of m-1 and 100.

引用格式

Phillip M. Feldman (2024). autocov.m (https://www.mathworks.com/matlabcentral/fileexchange/24066-autocov-m), MATLAB Central File Exchange. 检索来源 .

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在 Help Center 和 MATLAB Answers 中查找有关 Descriptive Statistics 的更多信息
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启发作品: Autocovariance

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版本 已发布 发行说明
1.0.0.0