ACF_sci - Perform the AutoCorrelation Function of a time series x (Scilab version)
Perform the AutoCorrelation Function (ACF) of a time series x (Scilab version). x is the signal with length N. ACF(k)=sum((x(i)-xmoy)(x(i+k)-xmoy))/sum(((x(i)-xmoy))^2)
x=read('./demos/fgn',-1,1); ACF=ACF_sci(x); scf; subplot(2,1,1);plot(x);xtitle('x'); subplot(2,1,2);plot(ACF);xtitle('ACF');