I want to plot the auto correlation function for 15 numbers without using the inbuilt function. My series is P=[ 47,64,23,7​1,38,64,55​,41,59,48,​71,35,57,4​0,58 ] and the plot should be autocorrelation function vs lags.

I want to plot the auto correlation function for 15 numbers without using the inbuilt function. My code is as follows:

    P=[ 47,64,23,71,38,64,55,41,59,48]; %%,71,35,57,40,58 ];
    N=length(P);
    Q=P(1:N);
    R=P(1:N);

    N1=length(Q);
    N2=length(R);
    u=mean(P);

    sum= ((Q-u)*(R-u).');
    covar0=sum/N1;

    for k=1:N-1    %%k is no. of lags and its max value can be 14 here 
    Q1=P(1:N-k); %%Splitting the series into 2 series separated by lag k
    R1=P(1+k:N);
    N1_1=length(Q1);
    N2_1=length(R1);

    sum1= ((Q1-u)*(R1-u).');
    covark=sum1/N;
    acf=covark/covar0;
    acf;
end

But after execution of the loop,I am getting acf value only for last value of k, which rather should have been an array for values of k=1 to 14. I am new to matlab. Plz help me resolve the code.

Answer 1

[Shoaibur Rahman]

Replace acf=covark/covar0 ; by acf(k)=covark/covar0;

Also no need to use acf after that line.

After the end of for loop, use:

plot(1:N-1,acf)

[Sharda]

It is working fine ..Thanks !!!

Answer 2

[jaya priya bharathy]

how can the above code can be changed so that i would be alble to get the lag at 0.5 and 0 at the end?please explain me.

thank you