Calculate Autocorrelation Function

Compute autocorrelation function

You are now following this Submission

Calculate the autocorrelation function of the input vector using Matlab built-in function circshift, so it is very fast.
autocorr(x): compute the ordinary autocorrelation function.
autocorr_circular(x): compute the circular autocorrelation function
autocorr_fft(x): compute the circulat autocorrelation function using FFT, the result should be same as autocorr_circular.

Cite As

sheng liu (2026). Calculate Autocorrelation Function (https://nl.mathworks.com/matlabcentral/fileexchange/52178-calculate-autocorrelation-function), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Financial Toolbox in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0

Add description to the functions.