ACF_nb - Perform the unbiaised and consistent AutoCorrelation Function of a time series x
Perform the unbiaised and consistent AutoCorrelation Function (ACF) of a time series x. x is the signal with length N. ACF(k)=1/(N-k)*sum[k=0:N-k-1]x(k)x(k-n).
x=read('./demos/fgn',-1,1); ACF=ACF_nb(x); scf; subplot(2,1,1);plot(x);xtitle('x'); subplot(2,1,2);plot(ACF);xtitle('unbiaised ACF');