Autocor
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Purpose
Calculates the autocorrelation function of a time series.
Synopsis
- acor = autocor(x,n,period,plots)
Description
acor = autocor(x,n) returns the autocorrelation function acor of a time series x for a maximum time shift of n sample periods.
acor = autocor(x,n,period) uses the sampling period period to scale the x-axis on the output plot. period can be empty [].
The optional input plots suppresses plotting if set to 0.