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acf

于 2011-03-01 发布 文件大小:2KB
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  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. MATLAB release MATLAB 7.8 (R2009a)

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