Description: 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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File list (Check if you may need any files):
acf.m
license.txt
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