Autocorrelation Function (ACF) (Scripts) Publisher's description
from Calvin Price
Computes ACF for a given series
Computes ACF for a given series. Returns a vector of autocorrelations through lag p. Also produces bar graph of autocorrelations, with rejection region bands for testing (under white noise assumption) each autocorrelation = 0.
Example: >> myacf = acf(y,12)
Does not require any toolboxes.
System Requirements:MATLAB 7.8 (R2009a)
Program Release Status: New Release
Program Install Support: Install and Uninstall