acf

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giannis papadakis
giannis papadakis on 29 Jan 2012
how can i put the acf command on my command window, where can i find that command

Answers (2)

Walter Roberson
Walter Roberson on 29 Jan 2012
MATLAB does not have any acf command. The econometrics toolbox has an autocorr function for calculating ACF.
There is a MATLAB File Exchange contribution that has a routine named acf; see http://www.mathworks.com/matlabcentral/fileexchange/30540-autocorrelation-function-acf

Wayne King
Wayne King on 29 Jan 2012
In addition to Walter's suggestion, you can use xcorr() in the Signal Processing Toolbox to obtain the autocorrelation sequence estimate.

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