Grocer Function

NAME

acf - autocorrelation function

CALLING SEQUENCE

[resacf]=acf(namey,varargin)

PARAMETERS

Input

Output

DESCRIPTION

Calculates sample autocorrelation coefficients.

EXAMPLE

mtlb_load('SCI/macros/grocer/db/seriesa.dat');elec_cons = transdif(seriesa,0,1,1,12);resacf=acf(elec_cons,'m=30')

Calculates the 30 first autocorrelations for the index of electricty consumption provided in matlab database seriesa.dat.

AUTHOR

Eric Dubois 2004